To the top

Page Manager: Webmaster
Last update: 9/11/2012 3:13 PM

Tell a friend about this page
Print version

Covariance structure of p… - University of Gothenburg, Sweden Till startsida
To content Read more about how we use cookies on

Covariance structure of parabolic stochastic partial differential equations

Journal article
Authors Annika Lang
Stig Larsson
Ch. Schwab
Published in Stochastic Partial Differential Equations: Analysis and Computations
Volume 1
Issue 2
Pages 351-364
ISSN 2194-0401
Publication year 2013
Published at Department of Mathematical Sciences, Mathematics
Pages 351-364
Language en
Subject categories Mathematical Analysis, Probability Theory and Statistics


In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the covariance of the solutions of the parabolic stochastic partial differential equations is derived. Well-posedness of a space–time weak variational formulation of this tensorized equation is established.

Page Manager: Webmaster|Last update: 9/11/2012

The University of Gothenburg uses cookies to provide you with the best possible user experience. By continuing on this website, you approve of our use of cookies.  What are cookies?