Stochastic Parabolic Equations of Full Second Order

  • Sergey V. Lototsky
  • Boris L. Rozovskii
Part of the The IMA Volumes in Mathematics and its Applications book series (IMA, volume 145)


A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for parabolic stochastic PDEs such that both the drift and the diffusion operators are of the second order.


Stochastic Partial Differential Equation Diffusion Operator Standard Wiener Process Stochastic Differential Equat Stochastic Basis 
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Copyright information

© Springer Science + Business Media, LLC 2008

Authors and Affiliations

  • Sergey V. Lototsky
    • 1
  • Boris L. Rozovskii
    • 2
  1. 1.Department of MathematicsUSCLos Angeles
  2. 2.Division of Applied MathematicsBrown UniversityProvidence

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