Derivation of Stochastic Partial Differential Equations

DOI10.1080/07362990701857319zbMath1136.60343OpenAlexW2036318173MaRDI QIDQ5459762

Edward J. Allen

Publication date: 29 April 2008

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

Full work available at URL: https://doi.org/10.1080/07362990701857319

zbMATH Keywords

wave equationstochastic partial differential equationneutron transportstochastic modelfiber breakage

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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• Modeling with Itô Stochastic Differential Equations
• Stochastic Partial Differential Equations and Applications - VII
• The vibrating string forced by white noise

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