نتایج جستجو برای: stochastic differential equations

تعداد نتایج: 574555  

Journal: :Applied Mathematics and Computation 2013

Journal: :Applied Mathematics and Optimization 1999

Journal: :Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 2018

Journal: :Electronic Journal of Probability 2014

Journal: :Stochastic Processes and their Applications 2015

2012
ANNIKA LANG

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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