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Stochastic Partial Differential Equations Driven by Brownian White Noise

  • Helge Holden
  • Bernt Øksendal
  • Jan Ubøe
  • Tusheng Zhang
Chapter
Part of the Universitext book series (UTX)

Abstract

In this chapter we will apply the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs) driven by Brownian white noise. In fact, as pointed out in Chapter 1, our main motivation for setting up this machinery was to enable us to solve some of the basic SPDEs that appear frequently in applications.

Keywords

White Noise Heat Equation Burger Equation Stochastic Partial Differential Equation Poissonian Noise 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Helge Holden
    • 1
    • 2
  • Bernt Øksendal
    • 3
  • Jan Ubøe
    • 4
  • Tusheng Zhang
    • 5
  1. 1.Department of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway
  2. 2.Center of Mathematics and Applications University of OsloOsloNorway
  3. 3.Department of MathematicsUniversity of OsloOsloNorway
  4. 4.Department of EconomicsNorwegian School of Economics and Business AdministrationBergenNorway
  5. 5.University of Manchester School of MathematicsManchesterUK

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