53 citations · 54 across the 3 of their papers we have counts for
3 papers
math.PR2005
Stochastic Differential Equations: A Wiener Chaos Approach
S. V. Lototsky, B. L. Rozovskii
A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expan…
math.PR2005★ 53 cited
Wiener chaos solutions of linear stochastic evolution equations
S. V. Lototsky, B. L. Rozovskii
A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic representation of this W…
math-ph2003★ 1 cited
Time Evolution of a Passive Scalar in a Turbulent Incompressible Gaussian Velocity Field
S. V. Lototsky, B. L. Rozovskii
Passive scalar equation is considered in a turbulent homogeneous incompressible Gaussian velocity field. The turbulent nature of the field results in non-smooth coefficients in the…