Stochastic Heat and Wave Equations on a Lie Group

DOI10.1080/07362994.2010.482840zbMath1203.60090OpenAlexW2089163236WikidataQ115297260 ScholiaQ115297260MaRDI QIDQ3580105

Samy Tindel, Szymon Peszat

Publication date: 11 August 2010

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2010.482840

zbMATH Keywords

homogeneous Wiener processstochastic heat and wave equationsstochastic evolution on a Lie group

Mathematics Subject Classification ID

Random fields (60G60) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Newton's method for nonlinear stochastic wave equations ⋮ On the peaks of a stochastic heat equation on a sphere with a large radius ⋮ Parabolic Anderson model on Heisenberg groups: the Itô setting ⋮ Second order PDEs with Dirichlet white noise boundary conditions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Ito stochastic integral in the dual of a nuclear space
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The stochastic wave equation in two spatial dimensions
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• On a stochastic wave equation in two space dimensions: Regularity of the solution and its density
• A stochastic wave equation in two space dimensions: smoothness of the law
• Stochastic evolution equations with a spatially homogeneous Wiener process
• On space-time regularity for the stochastic heat equation on Lie groups
• The Cauchy problem for a nonlinear stochastic wave equation in any dimension
• Existence and uniqueness of the solution for stochastic equations on banach spaces

This page was built for publication: Stochastic Heat and Wave Equations on a Lie Group