Generalized solution of some parabolic equations with a random drift

Author:

Chow Pao-Liu

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference14 articles.

1. Chow, P.-L. (1978) Stochastic partial differential equations in turbulence related problems, in Probability Analysis and Related Topics, Vol. I, ed. by A. T. Bharucha-Reid, Academic Press, New York, pp 1?43.

2. Friedman, A. (1964) Partial Differential Equations of Parabolic Type, Prentice-Hall, Englewood Cliffs, N.J.

3. Hida, T. (1978) Generalized multiple Wiener integrals, Proc. Japan Acad. Sci., 54:55?58.

4. Hida, T. (1980) Brownian Motion, Applications of Math., Vol. 11, Springer-Verlag, New York.

5. Ikeda, N., and Watanabe, S. (1981) Stochastic Differential Equations and Diffusion Processes, North-Holland, Amsterdam.

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