1996•Birkhäuser Boston eBooksRequires access
Stochastic partial differential equations
Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang
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Abstract
In this chapter we will apply the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our main motivation for setting up this machinery was to enable us to solve some of the basic SPDEs that appear frequently in applications.