THEREGULARITY OF SOLUTION TO A STOCHASTIC HEAT EQUATION
The solution of a deterministic heat equation is smooth, because of the convolution with the smooth heat kernel. However, this smoothness property is not valid for the stochastic heat equation, which is the heat equation driven with space-time white noise. Analytically, the solution of stochastic he...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/30644 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |