Nonlinear evolution equations with gradient coupled noise

被引：5
|
作者：
Benth, FE [1 ]
Deck, T
Pothoff, J
Streit, L
机构：
[1] Univ Oslo, N-0316 Oslo, Norway
[2] Univ Mannheim, D-68131 Mannheim, Germany
[3] Univ Bielefeld, BiBoS, D-33615 Bielefeld, Germany
[4] Univ Madeira, P-9000 Funchal, Portugal
来源：
LETTERS IN MATHEMATICAL PHYSICS | 1998年 / 43卷 / 03期
关键词：
Burgers equation; Korteweg-de Vries equation;
D O I：
10.1023/A:1007456027371
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
We show existence and uniqueness of solutions for a class of nonlinear evolution equations with gradient coupled noise. Our results are obtained by using a simple transformation relating the equation under consideration to an underlying deterministic partial differential equation. Both the It (o) over cap and the Stratonovich conventions are treated. Several examples show that the properties of solutions for It (o) over cap equations can differ significantly from those of Stratonovich equations.
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页码：267 / 278
页数：12
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