On the positivity of the solution of a class of stochastic pressure equations

DOI10.1080/17442509808834141zbMATH Open0908.60061OpenAlexW1976472856MaRDI QIDQ4390905

Yaozhong Hu

Publication date: 22 March 1999

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509808834141

zbMATH Keywords

Wick productquasi-positivitystochastic pressure equationItô-Wiener's chaos expansion

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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