Linear parabolic stochastic PDEs and Wiener chaos

SIAM Journal on Mathematical Analysis

Volumn 29, Issue 2, 1998, Pages 452-480

  Mikulevicius, R ^a   Rozovskii, B ^b  

^a VILNIUS UNIVERSITY   (Lithuania)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Feynman Kac formula; Soft solution; Stochastic PDEs; Wiener chaos

Indexed keywords

EID: 0032394325     PISSN: 00361410     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036141096299065     Document Type: Article

References (33)

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