{
  "id": "1210.3447",
  "version": "v2",
  "published": "2012-10-12T07:52:29.000Z",
  "updated": "2013-07-13T07:35:06.000Z",
  "title": "Covariance structure of parabolic stochastic partial differential equations",
  "authors": [
    "Annika Lang",
    "Stig Larsson",
    "Christoph Schwab"
  ],
  "journal": "Stoch. PDE: Anal. Comp. 1 (2) (2013), 351-364",
  "doi": "10.1007/s40072-013-0012-4",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the covariance of the solutions of the parabolic stochastic partial differential equations is derived. Well-posedness of a space-time weak variational formulation of this tensorized equation is established.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2013-07-13T07:35:06.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "35R60",
      "60H15",
      "35K70"
    ],
    "keywords": [
      "parabolic stochastic partial differential equations",
      "covariance structure",
      "random partial differential equations",
      "stochastic partial differential equations driven",
      "paper parabolic random partial differential"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1210.3447L"
    }
  }
}