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Elliptic equations of higher stochastic order

Sergey V. LototskyBoris L. RozovskiiXiaoliang Wan — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

This paper discusses analytical and numerical issues related to elliptic equations with random coefficients which are generally nonlinear functions of white noise. Singularity issues are avoided by using the Itô-Skorohod calculus to interpret the interactions between the coefficients and the solution. The solution is constructed by means of the Wiener Chaos (Cameron-Martin) expansions. The existence and uniqueness of the solutions are established under rather weak assumptions, the main of which...

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