Stochastic heat equation with white-noise drift

E. Alòs; D. Nualart; F. Viens

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 2, page 181-218
  • ISSN: 0246-0203

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Alòs, E., Nualart, D., and Viens, F.. "Stochastic heat equation with white-noise drift." Annales de l'I.H.P. Probabilités et statistiques 36.2 (2000): 181-218. <http://eudml.org/doc/77656>.

@article{Alòs2000,
author = {Alòs, E., Nualart, D., Viens, F.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {anticipative stochastic evolution equation; Skorokhod integral; stochastic semigroup; white noise drift; real line; backward heat kernel},
language = {eng},
number = {2},
pages = {181-218},
publisher = {Gauthier-Villars},
title = {Stochastic heat equation with white-noise drift},
url = {http://eudml.org/doc/77656},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Alòs, E.
AU - Nualart, D.
AU - Viens, F.
TI - Stochastic heat equation with white-noise drift
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 2
SP - 181
EP - 218
LA - eng
KW - anticipative stochastic evolution equation; Skorokhod integral; stochastic semigroup; white noise drift; real line; backward heat kernel
UR - http://eudml.org/doc/77656
ER -

References

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  2. [2] Alòs E., Nualart D., An extension of Itô's formula for anticipating processes, J. Theoretical Probab.11 (1998) 493-514. Zbl0914.60018MR1622583
  3. [3] da Prato G., Zabczyk J., Stochastic Equations in Infinite Dimensions, Cambridge University Press, 1992. Zbl0761.60052MR1207136
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  12. [12] Nualart D., Pardoux E., Stochastic calculus with anticipating integrands, Probab. Theory Related Fields78 (1988) 535-581. Zbl0629.60061MR950346
  13. [13] Nualart D., Viens F., Evolution equation of a stochastic semigroup with white-noise drift, Ann. Probab., to appear. Zbl1044.60052MR1755997
  14. [14] Pardoux E., Protter Ph., Two-sided stochastic integrals and calculus, Probab. Theory Related Fields76 (1987) 15-50. Zbl0608.60058MR899443
  15. [15] Skorohod A.V., On a generalization of a stochastic integral, Theory Probab. Appl.20 (1975) 219-233. Zbl0333.60060MR391258
  16. [16] Walsh J.B., An introduction to stochastic partial differential equations, in: Lecture Notes in Mathematics, Vol. 1180, Springer, Berlin, 1984, pp. 264-437. Zbl0608.60060MR876085
  17. [17] Zakai M., Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations, Israel J. Math.5 (1967) 170-176. Zbl0166.13803MR225397

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