Gradient Type Noises I - Partial and Hybrid Integrals

نویسندگان

  • MICHAEL HINZ
  • MARTINA ZÄHLE
چکیده

The final objective of our study is to propose a finite dimensional approach to systems of parabolic partial differential equations perturbed by low order noises of Brownian or fractional Brownian type. The present paper is the preparatory first part, where we introduce partial pathwise integrals over D and (a, b) × D, where D is a smooth bounded domain in R. Corresponding stochastic versions appear as limit cases.

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تاریخ انتشار 2008