Construction of the solution of 1-dimensional heat equation with white noise potential and its asymptotic behaviour

Stochastic Analysis and Applications

Volumn 14, Issue 4, 1996, Pages 487-506

  Uemura, Hideaki ^a  

^a AICHI UNIVERSITY OF EDUCATION   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 26444583019     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999608809452     Document Type: Article

References (7)

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3. S.A. Molchanov, Lectures on the random media, to appear in Lect. Notes in Math.
4. D. Nualart, Noncausal stochastic integrals and calculus, Lect. Notes in Math., 1316 (1988), 80-129.
5. D. Nualart and E. Pardoux, Stochastic calculus with anticipating integrals, Probab. Th. Rel. Fields, 78 (1988), 535-581.
6. J.B. Walsh, An introduction to stochastic partial differential equations, Lect. Notes in Math., 1180 (1986), 265-439.
7. Ya.B. Zel'dovich, S.A. Molchanov, A.A. Ruzmaikin and D.D. Sokoloff, Intermittency, diffusion and generation in a nonstationary random medium, Sov. Sci. Rev. C. Math. Phys., 7 (1987b), 1-107.