Wiener chaos solutions of linear stochastic evolution equations
成果类型：
Article
署名作者：
Lototsky, S. V.; Rozovskii, B. L.
署名单位：
University of Southern California
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/009117905000000738
发表日期：
2006
页码：
638-662
关键词：
摘要：
A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic representation of this Wiener Chaos solution are established for a large class of equations. As an application of the general theory, new results are obtained for several types of the passive scalar equation.