Introduction to stochastic partial differential equations
Artikel i övriga tidskrifter, 2008

We introduce the Hilbert space-valued Wiener process and the corresponding stochastic integral of It\^o type. This is then used together with semigroup theory to obtain existence and uniqueness of weak solutions of linear and semilinear stochastic evolution problems in Hilbert space. Finally, this abstract theory is applied to the linear heat and wave equations driven by additive noise.

Författare

Mihaly Kovacs

Chalmers, Matematiska vetenskaper, Matematik

Göteborgs universitet

Stig Larsson

Göteborgs universitet

Chalmers, Matematiska vetenskaper, Matematik

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Matematisk analys

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2018-12-13