Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
β Scribed by Robert C. Dalang; Davar Khoshnevisan; Eulalia Nualart
- Publisher
- Springer
- Year
- 2008
- Tongue
- English
- Weight
- 537 KB
- Volume
- 144
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
Cauchy problems for a class of non-linear stochastic evolution equations are studied. They are formulated as integral equations for generalized random fields. By methods of white noise analysis (S-transformation, characterization theorem, etc.) these problems are reduced to fixed point problems in a
## Abstract The logarithmic matrix norm with respect to __l__~2~ matrix norm will be used to investigate mean square stability for a class of secondβorder weak schemes when applied to 2βdimensional linear stochastic differential systems with one multiplicative noise. (Β© 2004 WILEYβVCH Verlag GmbH &