One-dimensional stochastic heat equation with discontinuous conductance

DOI10.1080/00036811.2018.1451642zbMath1427.60138OpenAlexW2789852436WikidataQ130103584 ScholiaQ130103584MaRDI QIDQ5228873

Eya Zougar, Mounir Zili

Publication date: 13 August 2019

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2018.1451642

zbMATH Keywords

stochastic partial differential equationsspecial functionsdiscontinuityintegration techniques

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Related Items (5)

Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation ⋮ Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise ⋮ On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity ⋮ Fractional stochastic heat equation with piecewise constant coefficients ⋮ Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

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