Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space
Probability
2007-12-04 v3
Abstract
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.
Keywords
Cite
@article{arxiv.math/0602669,
title = {Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space},
author = {Francesco Russo and Gerald Trutnau},
journal= {arXiv preprint arXiv:math/0602669},
year = {2007}
}
Comments
52 pages