Selected topics in Dirichlet problems for linear parabolic stochastic partial differential equations

This thesis is devoted to the study of Dirichlet problems for some linear parabolic SPDEs. Our aim in it is twofold. First, we consider SPDEs with deterministic coefficients which are smooth up to some order of regularity. We establish some theoretical results in terms of existence, uniqueness and r...

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Bibliographic Details
Main Author: Stanciulescu, Vasile Nicolae
Other Authors: Tretyakov, Michael
Published: University of Leicester 2010
Subjects:
510
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.522475