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Stochastic heat equations with random initial conditions

  • Huazhong University of Science and Technology

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper the author constructs a solution of parabolic stochastic partial differential equation with random initial conditions by Kolmogorov's criterion.

Original languageEnglish
Pages (from-to)599-610
Number of pages12
JournalChinese Annals of Mathematics. Series B
Volume26
Issue number4
DOIs
Publication statusPublished - 2005
Externally publishedYes

Keywords

  • Green's function
  • Kolmogorov's criterion
  • Stochastic partial differential equation

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