The asymptotic behavior as t --> infinity of the solution to the following stochastic heat equations [GRAPHICS] is investigated, where w is a space-time white noise or a space white noise. The use of lozenge means that the stochastic integral of 10 (Skorohod) type is considered. When d = 1, the exact L-2 Lyapunov exponents of the solution are studied. When the noise is space white and when d < 4 it is shown that the solution is in some "flat" L-2 distribution spaces. The Lyapunov exponents of the solution in these spaces are also estimated. The exact rate of convergence of the solution by its first finite chaos terms are also obtained
Abstract. We consider numerical solutions of elliptic stochastic PDEs driven by spatial white noise....
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise...
We prove a general result on asymptotic expansions of densities for families of perturbed Wiener fu...
The asymptotic behavior as t --> infinity of the solution to the following stochastic heat equations...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
Consider the stochastic heat equation ∂tu = (κ/2)∆u+ σ(u)F ̇ , where the solution u: = ut(x) is inde...
This paper is inspired by artides of Chow [Ch] and Nualart-Zakai [NZ], in which certain (linear) sto...
We consider the stochastic heat equation with a multiplicative colored noise term on the real space ...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...
This book covers numerical methods for stochastic partial differential equations with white noise us...
Consider the semilinear heat equation ∂tu = ∂2xu + λσ(u)ξ on the interval [0, 1] with Dirichlet zero...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Abstract. We derive an Itô's-type formula for the one dimensional stochas-tic heat equation dr...
Abstract. We consider numerical solutions of elliptic stochastic PDEs driven by spatial white noise....
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise...
We prove a general result on asymptotic expansions of densities for families of perturbed Wiener fu...
The asymptotic behavior as t --> infinity of the solution to the following stochastic heat equations...
In this paper we develop a white noise framework for the study of stochastic partial differential eq...
Consider the stochastic heat equation ∂tu = (κ/2)∆u+ σ(u)F ̇ , where the solution u: = ut(x) is inde...
This paper is inspired by artides of Chow [Ch] and Nualart-Zakai [NZ], in which certain (linear) sto...
We consider the stochastic heat equation with a multiplicative colored noise term on the real space ...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...
This book covers numerical methods for stochastic partial differential equations with white noise us...
Consider the semilinear heat equation ∂tu = ∂2xu + λσ(u)ξ on the interval [0, 1] with Dirichlet zero...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Abstract. We derive an Itô's-type formula for the one dimensional stochas-tic heat equation dr...
Abstract. We consider numerical solutions of elliptic stochastic PDEs driven by spatial white noise....
We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise...
We prove a general result on asymptotic expansions of densities for families of perturbed Wiener fu...