SOME RECENT PROGRESS ON STOCHASTIC HEAT
EQUATIONS
Yaozhong HU
【期刊名称】《数学物理学报（英文版）》 【年(卷),期】2024(039)003
【摘要】This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations (for example,stochastic heat equations) driven by Gaussian noise of various covariance structures.The focus is on the existence and uniqueness of the classical (square integrable) solution (mild solution,weak solution).It is also concerned with the Feynman-Kac formula for the solution;Feynman-Kac formula for the moments of the solution;and their applications to the asymptotic moment bounds of the solution.It also briefly touches the exact asymptotics of the moments of the solution.
【总页数】41页(874-914) 【关键词】
【作者】Yaozhong HU
【作者单位】Department of Mathematical and Statistical Sciences, University of Alberta,Edmonton, T6G 2G1, Canada 【正文语种】英文 【中图分类】
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SOME RECENT PROGRESS ON STOCHASTIC HEAT EQUATIONS
