The general drift decomposition for diffusion with advection

DOI10.1093/IMAMAT/56.2.177zbMath0853.60053OpenAlexW1967874369MaRDI QIDQ4887833

Kalvis M. Jansons

Publication date: 5 January 1997

Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2a7485ebf735d260347e2b6bcf668eb0bc56006c

zbMATH Keywords

stochastic differential equationsadvection-diffusion equationsdecomposition theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion and convection (76R99)

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