Question

Why can the solution of a SPDE $\partial_tu(t,x)=\cdots$ be viewed as a stochastic process indexed by $t$ with values in a space of functions of $x$?

score 119 · Answer 1 · 2016-01-22 11:35:23

119

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Why can the solution of a SPDE $\partial_tu(t,x)=\cdots$ be viewed as a stochastic process indexed by $t$ with values in a space of functions of $x$?

Published on 22 Jan 2016 - 11:35

score 203 · Answer 2 · 2016-05-06 19:22:22

203

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Recast the scalar SPDE $du_t(Φ_t(x))=f_t(Φ_t(x))dt+∇ u_t(Φ_t(x))⋅ξ_t(Φ_t(x))dW_t$ into a SDE in an infinite dimensional function space.

Published on 06 May 2016 - 19:22

score 3.1k · Answer 3 · 2016-07-05 18:13:52

3.1k

Views

Intuitive explanation of a stochastic PDE

Published on 05 Jul 2016 - 18:13

score 237 · Answer 4 · 2017-04-21 10:27:29

237

Views

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Published on 21 Apr 2017 - 10:27

score 124 · Answer 5 · 2017-04-30 23:12:10

124

Views

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score 20 · Answer 6 · 2017-05-04 02:22:34

20

Views

How can I construct a stochastic model from a deterministic one (dealing with population dynamics)

Published on 04 May 2017 - 2:22

score 72 · Answer 7 · 2017-05-12 02:10:54

72

Views

What is a good recentish book on numerical algorithms for stiff non-linear PDEs?

Published on 12 May 2017 - 2:10

score 971 · Answer 8 · 2017-05-27 04:55:09

971

Views

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Published on 27 May 2017 - 4:55

score 7.9k · Answer 9 · 2017-06-04 16:45:53

7.9k

Views

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score 85 · Answer 10 · 2017-07-12 09:52:27

85

Views

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Published on 12 Jul 2017 - 9:52

score 259 · Answer 11 · 2017-07-30 19:09:24

259

Views

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Published on 30 Jul 2017 - 19:09

score 75 · Answer 12 · 2017-08-01 08:01:37

75

Views

On the defninition of white noise, a question concerning the notes on SPDE's from Walsh

Published on 01 Aug 2017 - 8:01

score 88 · Answer 13 · 2017-08-01 09:14:38

88

Views

Recovering White noise from the Brownian Sheet. A question concerning the notes on SPDE's from Walsh.

Published on 01 Aug 2017 - 9:14

score 114 · Answer 14 · 2017-08-13 18:25:15

114

Views

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Published on 13 Aug 2017 - 18:25

score 72 · Answer 15 · 2017-09-02 13:13:54

72

Views

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Published on 02 Sep 2017 - 13:13

List Question

Why can the solution of a SPDE $\partial_tu(t,x)=\cdots$ be viewed as a stochastic process indexed by $t$ with values in a space of functions of $x$?

Recast the scalar SPDE $du_t(Φ_t(x))=f_t(Φ_t(x))dt+∇ u_t(Φ_t(x))⋅ξ_t(Φ_t(x))dW_t$ into a SDE in an infinite dimensional function space.

Intuitive explanation of a stochastic PDE

Checking a proof using Markov's Inequality

Stochastic Representation of Boundary Value Problem

How can I construct a stochastic model from a deterministic one (dealing with population dynamics)

What is a good recentish book on numerical algorithms for stiff non-linear PDEs?

Heston model (which is a Stochastic volatility model) Ito's lemma

Ito formula for jump-Diffusion

Corresponding Stochastic Differential Equation to a reaction Diffusion Equation

Construction of the quadratic variation for Hilbert space valued local martingales

On the defninition of white noise, a question concerning the notes on SPDE's from Walsh

Recovering White noise from the Brownian Sheet. A question concerning the notes on SPDE's from Walsh.

Computing the covariance of a solution to the stochastic heat equation. A question concerning the notes on SPDE' s of Hairer

Itô's Lemma and expected values

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