Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129719 | Statistics & Probability Letters | 2017 | 7 Pages |
Abstract
In this paper, we establish the strong existence and uniqueness to the following stochastic partial differential equation: ut(x)=u0(x)+12â«0tÎus(x)ds+â«0tâ«Rg(us(x),âus(x))dF(s,y),where F(s,x) is a Gaussian noise on R+ÃR that is white in time and colored in space. This gives an affirmative answer to the open problem in Gomez et al. (2013) for certain non-Lipschitz condition of g.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jie Xiong, Xu Yang,