2 papers
math.PR2025
Feynman-Kac formula gor general time dependent stochastic parabolic equation on a bounded domain and applications
Yaozhong Hu, Qun Shi
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fr…
math.PR2025
Density convergence of spatial average of solution to a one dimensional stochastic wave equation
Chengbo Sun, Yaozhong Hu
In this paper we study the spatial averages of the solution of a one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise, which is white in time and has…