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Pré-Publication, Document De Travail Année : 2006

SOME PARABOLIC PDEs WHOSE DRIFT IS AN IRREGULAR RANDOM NOISE IN SPACE

Gerald Trutnau
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Résumé

We consider a new class of random partial differential equation of parabolic type where the stochastic term is constituted by an irregular noisy drift, not necessarily Gaussian. We provide a suitable interpretation and we study existence. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some suitable sense) of the associated parabolic equation and we investigate probabilistic interpretation.
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Dates et versions

hal-00019856 , version 1 (28-02-2006)
hal-00019856 , version 2 (20-02-2007)
hal-00019856 , version 3 (03-12-2007)

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Francesco Russo, Gerald Trutnau. SOME PARABOLIC PDEs WHOSE DRIFT IS AN IRREGULAR RANDOM NOISE IN SPACE. 2006. ⟨hal-00019856v1⟩
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