Non-linear SPDEs Driven by Space-Time White Noise

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Authors: Robert C. Dalang, Marta Sanz–Solé
Cited by: 0
References: 9

Abstract

This chapter is devoted to the study of non-linear SPDEs defined by a linear partial differential operator $$\mathcal {L}$$ on $$\mathbb {R}_+\times \mathbb {R}^{k}$$ and driven by space-time white noise.

Fields of Study & Subjects

Stochastic processes and financial applications Nonlinear Differential Equations Analysis Differential Equations and Boundary Problems

Publication details

Journal / source
Springer monographs in mathematics
Pages
169–232
Publication date
1 January 2026
Language
EN
Document type
Book chapter