Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of diffusion phenomena in medium consisting of different kinds o...

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Bibliographic Details
Main Authors: Mounir Zili, Eya Zougar
Format: Article
Language:English
Published: VTeX 2019-10-01
Series:Modern Stochastics: Theory and Applications
Subjects:
stochastic partial differential equations
divergence form
piecewise constant coefficients
fundamental solution
Stein-Malliavin calculus
almost sure central limit theorem
Online Access:https://www.vmsta.org/doi/10.15559/19-VMSTA139

Internet

https://www.vmsta.org/doi/10.15559/19-VMSTA139

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