Covariance structure of parabolic stochastic partial differential equations
نویسندگان
چکیده
منابع مشابه
Covariance Structure of Parabolic Stochastic Partial Differential Equations
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the covariance of the solutions of the parabolic stochastic partial differential equations is derived. Well-posedness of a space-time weak variational formulation ...
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ژورنال
عنوان ژورنال: Stochastic Partial Differential Equations: Analysis and Computations
سال: 2013
ISSN: 2194-0401,2194-041X
DOI: 10.1007/s40072-013-0012-4