SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE

DOI10.1081/SAP-120015830zbMath1036.60055OpenAlexW1996437952MaRDI QIDQ4797331

Thomas Gorm Theting, Fred Espen Benth

Publication date: 2002

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

Full work available at URL: https://doi.org/10.1081/sap-120015830

zbMATH Keywords

Wick productS-transformwhite noise distributionsstochastic pressure equation of Wick type

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach ⋮ CONTINUOUS DEPENDENCE ON INITIAL DATA FOR SOLUTIONS OF NONLINEAR STOCHASTIC EVOLUTION EQUATIONS ⋮ Wick-stochastic finite element solution of reaction-diffusion problems ⋮ ON STOCHASTIC GENERALIZED FUNCTIONS ⋮ Mixed finite element method for the heat diffusion equation in a random medium ⋮ The asymptotic error of chaos expansion approximations for stochastic differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• On the positivity of the stochastic heat equation
• A review of white noise analysis from a probabilistic standpoint
• A white noise approach to a class of non-linear stochastic heat equations
• A nonlinear parabolic equation with noise
• On a dual pair of spaces of smooth and generalized random variables
• Solving wick-stochastic boundary value problems using a finite element method
• On the martingale property for generalized stochastic processes
• Convergence rates for finite elementapproximations of stochastic partial differential equations

This page was built for publication: SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE