6,511 research outputs found
Approximations of Stochastic Partial Differential Equations
In this paper we show that solutions of stochastic partial differential
equations driven by Brownian motion can be approximated by stochastic partial
differential equations forced by pure jump noise/random kicks. Applications to
stochastic Burgers equations are discussed
Fractional time stochastic partial differential equations
In this paper, we introduce a class of stochastic partial differential
equations (SPDEs) with fractional time-derivatives, and study the -theory
of the equations. This class of SPDEs can be used to describe random effects on
transport of particles in medium with thermal memory or particles subject to
sticking and trapping
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