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Pré-Publication, Document De Travail Année : 2007

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

Gerald Trutnau
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Résumé

A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.
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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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Citer

Francesco Russo, Gerald Trutnau. SOME PARABOLIC PDEs WHOSE DRIFT IS AN IRREGULAR RANDOM NOISE IN SPACE. 2007. ⟨hal-00019856v3⟩
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