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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2019-10-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/19-VMSTA139 |