Some parabolic PDEs whose drift is an irregular random noise in space
نویسندگان
چکیده
منابع مشابه
SOME PARABOLIC PDEs WHOSE DRIFT IS AN IRREGULAR RANDOM NOISE IN SPACE
A new class of random partial differential equations of parabolic type is considered where the stochastic term consists in 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 prob...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2007
ISSN: 0091-1798
DOI: 10.1214/009117906000001178