Elliptic equations of higher stochastic order
نویسندگان
چکیده
منابع مشابه
Elliptic Equations of Higher Stochastic Order
This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise. Singularity issues are avoided by using the Itô-Skorohod calculus to interpret the interactions between the coefficients and the solution. The solution is constructed by means of theWiener Chaos (Cameron-Martin) expansions. The exist...
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ژورنال
عنوان ژورنال: ESAIM: Mathematical Modelling and Numerical Analysis
سال: 2010
ISSN: 0764-583X,1290-3841
DOI: 10.1051/m2an/2010055