Stochastic Analysis and Applications · 2002 · 14 citations · 11 references
EngineeringMathematicsFluid DynamicsProbability TheoryStochastic ProcessesChaos TheoryNoiseStochastic CalculusStochastic Differential EquationsStochastic StabilityPressure Equation FormulationRandom FieldsRegularity CriteriaStochastic Partial Differential Equations
We prove that the solution of the stochastic pressure equation of Wick-type belongs to a space of generalized random fields having square integrable homogeneous chaos kernels. We find the chaos expansion, and calculate its stochastic regularity in distributional sense. Furthermore, we show that the solution is stable under perturbations of the permeability field and the source term.
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Wick calculus in Gaussian analysis
Yuri G. Kondratiev, Peter Leukert, Ludwig Streit · Acta Applicandae Mathematicae · 1996 · 107 citations