Stochastic partial differential equations driven by colored noise
Issue Date
2015-05-31Author
Huang, Jingyu
Publisher
University of Kansas
Format
294 pages
Type
Dissertation
Degree Level
Ph.D.
Discipline
Mathematics
Rights
Copyright held by the author.
Metadata
Show full item recordAbstract
This dissertation studies some problems for stochastic partial differential equations, in particular, (nonlinear) stochastic heat and stochastic wave equations, driven by (multiplicative) colored Gaussian noises. These problems considered are existence and uniqueness of the solution, Hölder continuity of the solution, Feynman-Kac formula for the solution, Feynman-Kac formula for the moments of the solution, Smoothness of the density of the solution as a random vectors at different spatial locations, intermittency (asymptotics for the high moments of the solution).
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- Dissertations [4702]
- Mathematics Dissertations and Theses [179]
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