STOCHASTIC PDEs WITH FUNCTION-VALUED SOLUTIONS ∗)
STOCHASTIC PDEs WITH FUNCTION-VALUED SOLUTIONS ∗)
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具有函数值解的随机偏微分方程 *)
DOI:
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发表时间:
1997
期刊:
影响因子:
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通讯作者:
M. Curie
中科院分区:
文献类型:
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作者:
A. Karczewska;J. Zabczyk;M. Curie
The paper provides necessary and sufficient conditions underwhich stochas- tic heat and wave equations on R d have function-valued solutions. The results extend, to all dimensions d and to all spatially homogeneous perturbations, recent characterizations by Dalang and Frangos (DaFr). The paper proposes a natural framework for a study of nonlinear stochastic equations. It is based on the har- monic analysis technique and on the stochastic integration theory in functional spaces. Generalizations to the d-dimensional torus and to nonlinear equations are discussed as well.