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Abstract. Existence and uniqueness theorems for parabolic stochastic partial differential equations with space—time white noise are proved. The method is a combination of the characterization theorem for Hida distributions with the Feynman—Kac and Girsanov formulae.
Applied Mathematics and Optimization – Springer Journals
Published: Aug 1, 1998
Keywords: Key words. Stochastic partial differential equations, White noise analysis, S -transform, Feynman—Kac formula, Girsanov formula. AMS Classification. 60H07, 60H15.
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