Open access
Date
2012-10Type
- Report
ETH Bibliography
yes
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Abstract
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. Show more
Permanent link
https://doi.org/10.3929/ethz-a-010394908Publication status
publishedExternal links
Journal / series
SAM Research ReportVolume
Publisher
Seminar for Applied Mathematics, ETH ZurichEdition / version
Revised Version April 2013Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph
Funding
247277 - Automated Urban Parking and Driving (EC)
Related publications and datasets
Is previous version of: http://hdl.handle.net/20.500.11850/79167
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ETH Bibliography
yes
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