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- W2963861558 abstract "We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same order and that the noise can be time-only, space-only, or space-time. Even the simplest equations of this kind do not have a square-integrable solution and must be solved in special weighted spaces. We demonstrate that the Cameron–Martin version of the Wiener chaos decomposition leads to natural weights and a natural replacement of the square integrability condition." @default.
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- W2963861558 date "2010-01-01" @default.
- W2963861558 modified "2023-09-27" @default.
- W2963861558 title "A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral" @default.
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- W2963861558 doi "https://doi.org/10.1137/s0040585x97984152" @default.
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