Wiener chaos solutions of linear stochastic evolution equations
classification
🧮 math.PR
keywords
chaosequationequationsevolutionsolutionstochasticwienerapplication
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A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic representation of this Wiener Chaos solution are established for a large class of equations. As an application of the general theory, new results are obtained for several types of the passive scalar equation.
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