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research article

Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's

Dalang, Robert C.  
1999
Electronic Journal of Probability
  • Details
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Type
research article
DOI
10.1214/EJP.v4-43
Author(s)
Dalang, Robert C.  
Date Issued

1999

Published in
Electronic Journal of Probability
Volume

4

Start page

6

Subjects

stochastic wave equation

•

stochastic heat equation

•

Gaussian noise

•

process solution

Note

29 pp. (electronic)

Editorial or Peer reviewed

NON-REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
December 1, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/32026
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