# Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.

Electronic Journal of Probability [electronic only] (1999)

- Volume: 4, page Paper No. 6, 29 p.-Paper No. 6, 29 p.
- ISSN: 1083-589X

## Access Full Article

top## How to cite

topDalang, Robert C.. "Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.." Electronic Journal of Probability [electronic only] 4 (1999): Paper No. 6, 29 p.-Paper No. 6, 29 p.. <http://eudml.org/doc/119958>.

@article{Dalang1999,

author = {Dalang, Robert C.},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {stochastic wave equation; stochastic heat equation; Gaussian noise; process solution},

language = {eng},

pages = {Paper No. 6, 29 p.-Paper No. 6, 29 p.},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.},

url = {http://eudml.org/doc/119958},

volume = {4},

year = {1999},

}

TY - JOUR

AU - Dalang, Robert C.

TI - Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's.

JO - Electronic Journal of Probability [electronic only]

PY - 1999

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 4

SP - Paper No. 6, 29 p.

EP - Paper No. 6, 29 p.

LA - eng

KW - stochastic wave equation; stochastic heat equation; Gaussian noise; process solution

UR - http://eudml.org/doc/119958

ER -

## Citations in EuDML Documents

top- Robert C. Dalang, Carl Mueller, Intermittency properties in a hyperbolic Anderson problem
- Marco Ferrante, Marta Sanz-Solé, SPDEs with coloured noise: Analytic and stochastic approaches
- Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu, Initial measures for the stochastic heat equation
- Marta Sanz-Solé, Pierre-A. Vuillermot, Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.