Résumé
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing a realization of the drift (stochastic process), we study existence and uniqueness (in some appropriate sense) of the associated parabolic equation and a probabilistic interpretation is investigated.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 2213-2262 |
| Nombre de pages | 50 |
| journal | Annals of Probability |
| Volume | 35 |
| Numéro de publication | 6 |
| Les DOIs | |
| état | Publié - 1 déc. 2007 |
| Modification externe | Oui |
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