We investigate arbitrary stochastic partial differential equations subject to translation invariant and temporally white noise correlations from a nonperturbative framework. The method that we expose first casts the stochastic equations into a functional integral form, then it makes use of the Gauss
โฆ LIBER โฆ
A Remark on the Equivalence between Poisson and Gaussian Stochastic Partial Differential Equations
โ Scribed by Fred Espen Benth; Jon Gjerde
- Book ID
- 110264686
- Publisher
- Springer Netherlands
- Year
- 1998
- Tongue
- English
- Weight
- 136 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0926-2601
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