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SPDEs with Colored Gaussian Noise: A Survey
Communications in Mathematics and Statistics ( IF 0.9 ) Pub Date : 2018-11-08 , DOI: 10.1007/s40304-018-0160-y
Jian Song

This note reviews and discusses some recent results on linear stochastic partial differential equations with multiplicative Gaussian noise colored in time.

中文翻译:

具有彩色高斯噪声的SPDE:一项调查

本说明回顾并讨论了有关线性随机偏微分方程的一些最新结果,该方程具有时间着色的乘性高斯噪声。
更新日期:2018-11-08
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