On the stochastic transport equation of convolution type

被引：1

作者：

Ouerdiane, H ^{[1
]}

Silva, JL ^{[1
]}

机构：

[1] Univ Tunis el Manar, Fac Sci Tunis, Dept Math, Tunis 1060, Tunisia

来源：

RECENT DEVELOPMENTS IN STOCHASTIC ANALYSIS AND RELATED TOPICS | 2004年

关键词：

generalized functions; convolution calculus; stochastic transport equation; generalized stochastic process;

D O I：

10.1142/9789812702241_0024

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we study the stochastic transport equation of convolution type. For general initial condition and its coefficients we give an explicit solution which is a well defined generalized stochastic process in a suitable distribution space. Under certain assumptions on the coefficients we also write the obtained solution as a convergent series of integrals.

引用

页码：384 / 398

页数：15

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