Existence and uniqueness results for semilinear stochastic partial differential equations

被引：130

作者：

Gyongy, I ^{[1
]}

机构：

[1] Univ Edinburgh, Dept Math & Stat, Edinburgh EH9 3JZ, Midlothian, Scotland

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1998年 / 73卷 / 02期

关键词：

stochastic partial differential equations; space-time white noise; green measures;

D O I：

10.1016/S0304-4149(97)00103-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove existence, uniqueness and comparison theorems for a class of semilinear stochastic partial differential equations driven by space-time white noise. The class of equations we investigate contains as special cases the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：271 / 299

页数：29

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