EUDML | Stochastic partial differential equations with Dirichlet white-noise boundary conditions

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Displaying similar documents to “Stochastic partial differential equations with Dirichlet white-noise boundary conditions”

SPDEs with coloured noise: Analytic and stochastic approaches

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We study strictly parabolic stochastic partial differential equations on $ℝ^{d}$ , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are...

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