Book Chapter10.1007/978-1-4684-9215-6_4
Stochastic partial differential equations
Helge Holden,Bernt Øksendal,Jan Ubøe,Tusheng Zhang +3 more
- 01 Jan 1996
- pp 141-191
TL;DR: In this paper, the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs) was applied to solve some of the basic SPDEs that appear frequently in applications.
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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.
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