This chapter is devoted to the study of non-linear SPDEs defined by a linear partial differential operator \(\mathcal {L}\) on \(\mathbb {R}_+\times \mathbb {R}^{k}\) and driven by space-time white noise.

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Non-linear SPDEs Driven by Space-Time White Noise

  • Robert C. Dalang,
  • Marta Sanz-Solé

摘要

This chapter is devoted to the study of non-linear SPDEs defined by a linear partial differential operator \(\mathcal {L}\) on \(\mathbb {R}_+\times \mathbb {R}^{k}\) and driven by space-time white noise.