An example of stochastic partial differential equations of Wick type

Abstract EN

In this paper we discuss the method for solving some stochastic partial differential equations for some Wick type and Wick Cole- Hopf transformation.

Also we give an example of the two methods namely, the stochastic Poisson equation and the viscous Burgers' equation with a stochastic source.

Keywords: stochastic partial differential equations, Hermite transform, Wick Cole-Hopf transformation –Wick products.