Heat equation with strongly inhomogeneous noise
- The author considers the heat equation in dimension one with singular drift and inhomogeneous space-time white noise. In particular, the quadratic variation measure of the white noise is not required to be absolutely continuous w.r.t. the Lebesgue measure, neither in space nor in time. Under some assumptions the author gives statements on strong and weak existence as well as strong and weak uniqueness of continuous solutions.
| Author details: | Henryk Zähle |
|---|---|
| URL: | http://www.sciencedirect.com/science/journal/03044149 |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2004 |
| Publication year: | 2004 |
| Release date: | 2017/03/24 |
| Source: | Stochastic Processes and their Applications. - 112 (2004), 1, S. 95 - 118 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Peer review: | Referiert |
