Existence and uniqueness theorems for some stochastic parabolic partial differential equations

被引:0
|
作者
Gjerde, J [1 ]
机构
[1] Univ Oslo, Dept Math, N-0316 Oslo, Norway
关键词
generalized white noise distributions; Wick product; Hermite Transform;
D O I
10.1080/07362999808809532
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we will prove existence and uniqueness theorems for the stochastic differential equations [GRAPHICS] with initial conditions u(O,x) = f(x) For All x is an element of R-n where (W) over right arrow W-phi(t,W- x) is a white noise vector, Exp{W-phi(t,W- x)} is positive white noise, Exp{W-phi?S(t,W-x)} is a positive white noise matrix and f, g are real functions. We will show that these equations have solutions in the space (S)(-1) of generalized white noise distributions in a strong differentiation sense.
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页码:261 / 289
页数:29
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