Selected Results on SPDEs Driven by Space-Time White Noise

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Authors: Robert C. Dalang, Marta Sanz–Solé
Cited by: 0
References: 52

Abstract

We devote this chapter to a selection of topics on SPDEs which we find to be of particular interest. The first section discusses the notion of weak solution in law, in contrast with that of random field solution that has been studied in Chaps. 3 and 4 .

Fields of Study & Subjects

Stochastic processes and financial applications Stochastic processes and statistical mechanics Differential Equations and Boundary Problems

Publication details

Journal / source
Springer monographs in mathematics
Pages
319–446
Publication date
1 January 2026
Language
EN
Document type
Book chapter