Stochastic Partial Differential Equations Driven by Brownian White Noise
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.
KeywordsWhite Noise Heat Equation Burger Equation Stochastic Partial Differential Equation Poissonian Noise
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