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Nonhomogeneous noise and Q-Wiener processes on bounded domains

Author
BLÖMKER, Dirk1
[1] Institut für Mathematik, RWTH Aachen, Aachen, Germany
Source

Stochastic analysis and applications. 2005, Vol 23, Num 2, pp 255-273, 19 p ; ref : 26 ref

CODEN
SAAPDA
ISSN
0736-2994
Scientific domain
Control theory, operational research; Mathematics
Publisher
Taylor & Francis, Philadelphia, PA
Publication country
United States
Document type
Article
Language
English
Keyword (fr)
Analyse stochastique Condition nécessaire suffisante Développement série Equation dérivée partielle Equation stochastique Fonction corrélation Fonction propre Laplacien Méthode noyau Processus Gauss Processus Wiener 30Bxx 60G15 60H15 62H20 Domaine borné
Keyword (en)
Stochastic analysis Necessary and sufficient condition Series expansion Partial differential equation Stochastic equation Correlation function Eigenfunction Laplacian Kernel method Gaussian process Wiener process
Keyword (es)
Análisis estocástico Condición necesaria suficiente Desarrollo serie Ecuación derivada parcial Ecuación estocástica Función correlación Función propia Laplaciano Método núcleo Proceso Gauss Proceso Wiener
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E08 Partial differential equations

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01H Stochastic processes

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
16609270

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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