Discrete sample estimation for gaussian random fields generated by stochastic partial differential equations

1998 ◽  
Vol 14 (4) ◽  
pp. 883-903
Author(s):  
Jaroslav Mohapl
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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