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AIECE General Report: AIECE Spring General Meeting Madrid, 26 –27 April 2012
(2012)KOF StudiesReport -
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Covariance structure of parabolic stochastic partial differential equations
(2012)SAM Research ReportIn 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.Report