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Multiscale analysis for stochastic partial differential equations with quadratic nonlinearities

✍ Scribed by Blömker, D; Hairer, M; Pavliotis, G A


Book ID
120837542
Publisher
Institute of Physics
Year
2007
Tongue
English
Weight
275 KB
Volume
20
Category
Article
ISSN
0951-7715

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Cauchy problem for stochastic partial di
✍ Hiroshi Kunita 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 277 KB

This paper concerns the Cauchy problem of stochastic partial differential equations considered in nonlinear filtering problems. The main result is the existence, uniqueness and an exact formula of the solution in case the elliptic operator appearing in the equation is degenerate.