Work

Wick-type stochastic parabolic equations with random potentials

Year: 2022

Type: preprint

Abstract: The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness of solutions are proved via the chaos expansion method from white noise analysis. The estimates on coefficients in the chaos expansion form of the solutions are provided.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2204.02696

Authors: Gordić, Snežana, Levajković, Tijana, Oparnica, Ljubica

Institutions: University of Novi Sad, TU Wien, Ghent University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Fonds Wetenschappelijk Onderzoek, Ministarstvo Prosvete, Nauke i Tehnološkog Razvoja

OpenAlex ID: W4320341855

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