Journal of Jianghan University(Natural Science Edition) ›› 2015, Vol. 43 ›› Issue (6): 505-512.doi: 10.16389/j.cnki.cn42-1737/n.2015.06.005

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A Class of Explicit Solutions of Generalized Wick-type Stochastic Transport Equation

CHEN Yan1,WEI Caimin2   

  1. 1. Department of Natural Sciences,Shantou Polytechnic,Shantou 515078,Guangdong,China;2. Department of Mathematics,Shantou University,Shantou 515063,Guangdong,China
  • Online:2015-12-28 Published:2016-01-12

Abstract: In this paper,we mainly solve the generalized Wick-type stochastic transport equation in the stochastic distributions spaces (S)-1 and discuss properties of the solutions. By the sum-type functional separation of variables,the equation is reduced into a linear second-order stochastic ordinary differential equation(SODE),and then the SODE,integrated twice in order,converts to a stochastic Volterra equation,so that we obtain a class of explicit solutions in series and argue that the class of solutions are existent and unique and continuous.

Key words: functional separation of variable, stochastic transport equation, linear second-order stochastic ordinary differential equation, explicit solution

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