The general form of SPDE’s reads

Cov η(t, x), η(t′, x′) = δ(t − t′) δ(x − x′) —– (2)

Adt = (B + √(B2 − AC))dx —– (3)

Adt = (B − √(B2 − AC))dx —– (4)

These characteristics are the geometrical loci of the propagation of the boundary conditions.

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