On a Class of Linear Stochastic Heat Equations Driven by Space-Time White Noise
We give the explicit chaos representa tion of the solution of a class of one dimensional stochastic bilinear heat equations with drift in the first haos anddriven by a space-time white noise. The solution is a stochastic process with finite moments of all orders. The L2-Lyapunov exponents of the sol...
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| Tipo de recurso: | informe técnico |
| Estado: | Versión publicada |
| Fecha de publicación: | 2003 |
| País: | México |
| Institución: | Centro de Investigación en Matemáticas |
| Repositorio: | Repositorio Institucional CIMAT |
| Idioma: | inglés |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/703 |
| Acceso en línea: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/703 |
| Access Level: | acceso abierto |
| Palabra clave: | info:eu-repo/classification/MSC/Ecuaciones Diferenciales Parciales Estocásticas info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1208 info:eu-repo/classification/cti/120808 |
| Sumario: | We give the explicit chaos representa tion of the solution of a class of one dimensional stochastic bilinear heat equations with drift in the first haos anddriven by a space-time white noise. The solution is a stochastic process with finite moments of all orders. The L2-Lyapunov exponents of the solution are also estimated |
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