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Recent results on stabilization of PDEs by noise


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Opened Access Recent results on stabilization of PDEs by noise
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Author: Caraballo Garrido, Tomás
Department: Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico
Date: 2006-12
Published in: Boletín de la Sociedad Española de Matemática Aplicada, 37, 47-70
Document type: Article
Abstract: This paper is intended to be a brief review on some recent results on the stabilization effect produced by noise in phenomena modelled by partial differential equations. We emphasyse the different effects that distinct interpretations of the noise may cause on the same system, and we focus on two classical and canonical interpretations (Itò versus Stratonovich). Finally, we comment on some open problems.
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