Stochastic Partial Differential Equations Driven by Brownian White Noise

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


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.


White Noise Heat Equation Burger Equation Stochastic Partial Differential Equation Poissonian Noise 
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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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