Linear SPDEs driven by stationary random distributions
type: Item
instance of: scholarly article
title: Linear SPDEs driven by stationary random distributions
zbMATH Open document ID: 1266.60110
author: Raluca M. Balan
published in: The Journal of Fourier Analysis and Applications
publication date: 2013-01-29T00:00:00Z
review text: A class of linear stochastic partial differential equations (SPDEs) are investigated. The noise might be non-Gaussian but includes spatially homogeneous Gaussian noises and fractional noises. Sufficient conditions imposed on the Green function of the involved differential operator for the existence of a random field solution of a linear SPDE with this type of noise are presented. The main results are applied to the study of the heat and wave equations.
reviewed by: Feng-Yu Wang
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 6132231
zbMATH Keywords: stationary random distribution
zbMATH Keywords: stochastic partial differential equation
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
full work available at URL: s00041-012-9240-7
OpenAlex ID: W2079591044
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DOI: 10.1007/S00041-012-9240-7
description: scientific article; zbMATH DE number 6132231