STOCHASTIC HEAT EQUATIONS WITH RANDOM INITIAL CONDITIONS

Citation:

ZHANG Xicheng.STOCHASTIC HEAT EQUATIONS WITH RANDOM INITIAL CONDITIONS[J].Chinese Annals of Mathematics B,2005,26(4):599~610
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Authors:

ZHANG Xicheng;

Foundation:

Project supported by the National Natural Science Foundation of China (No.10301011) and the 973 Project of the Ministry of Science and Technology of China.
Abstract: In this paper the author constructs a solution of parabolic stochastic partial differential equation with random initial conditions by Kolmogorov’s criterion.

Keywords:

Stochastic partial differential equation, Green’s function, Kolmogorov’s criterion

Classification:

60H15, 35R30
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