Bilinear Stochastic Elliptic Equations
نویسندگان
چکیده
We study stochastic elliptic PDEs driven by multiplicative Gaussian white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We demonstrate that the Cameron-Martin version of the Wiener chaos decomposition is an e ective tool to study such equations and present the corresponding solvability results.
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