SPDEs with coloured noise: Analytic and stochastic approaches

DOI10.1051/ps:2006016zbMath1185.60068arXivmath/0408140OpenAlexW2066990607MaRDI QIDQ5429584

Marco Ferrante, Marta Sanz-Solé

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0408140

zbMATH Keywords

stochastic partial differential equationsrandom noisemild and weak solutions

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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