Applied Mathematics and Optimization, Vol.38, No.1, 95-107, 1998
Generalized solutions of linear parabolic stochastic partial differential equations
Existence and uniqueness theorems for parabolic stochastic partial differential equations with space-time white noise are proved. The method is a combination of the characterization theorem for Hida distributions with the Feynman-Kac and Girsanov formulae.
Keywords:FUNCTIONALS