We consider the stochastic heat equations on Lie groups, that is, equations of the form t u=2 x u+b(u)+F(u) W 4 on R + \_G, where G is a compact Lie group, 2 is the Laplace Beltrami operator on G, b and F are Lipschitz coefficients, and where W 4 is a Gaussian space-correlated noise, which is white-
โฆ LIBER โฆ
The heat equation on a matrix space
โ Scribed by S. P. Khekalo
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 161 KB
- Volume
- 142
- Category
- Article
- ISSN
- 1573-8795
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