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arxiv: math/0602669 · v3 · submitted 2006-02-28 · 🧮 math.PR

Some Parabolic Pdes Whose Drift is an Irregular Random Noise in Space

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keywords driftparabolicinterpretationirregularrandomsomestochasticappropriate
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A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.

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