most citedStochastic Partial Differential Equations, Space-time White Noise and Random Fields

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math.PR2024

Sample path properties of parabolic SPDEs with non constant coefficients

Robert C. Dalang, Marta Sanz-Solé

We consider an SPDE driven by a parabolic second order partial differential operator with a nonlinear random external forcing defined by a Gaussian noise that is white in time and…

math.PR2024★ 3 cited

Stochastic Partial Differential Equations, Space-time White Noise and Random Fields

Robert C. Dalang, Marta Sanz-Solé

This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two…