cicyt UNIZAR
Full-text links:

Download:

Current browse context:

math.PR

Change to browse by:

References & Citations

Bookmark

(what is this?)
CiteULike logo BibSonomy logo Mendeley logo del.icio.us logo Digg logo Reddit logo ScienceWISE logo

Mathematics > Probability

Title: The parametrix method for parabolic SPDEs

Abstract: We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in H\"older classes and estimates from above and below of the fundamental solution. This result is applied to SPDEs by means of the It\^o-Wentzell formula, through a random change of variables which transforms the SPDE into a PDE with random coefficients.
Comments: Submitted to Stochastics and Partial Differential Equations: Analysis and Computations
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
Cite as: arXiv:1803.06543 [math.PR]
  (or arXiv:1803.06543v1 [math.PR] for this version)

Submission history

From: Antonello Pesce [view email]
[v1] Sat, 17 Mar 2018 17:32:53 GMT (23kb)