Solutions of stochastic partial differential equations considered as Dirichlet processes (Q1769782): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.3150/bj/1099579156 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1982373565 / rank | |||
Normal rank |
Revision as of 01:43, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Solutions of stochastic partial differential equations considered as Dirichlet processes |
scientific article |
Statements
Solutions of stochastic partial differential equations considered as Dirichlet processes (English)
0 references
30 March 2005
0 references
The author considers solutions \(u=u(t,x)\) of the parabolic stochastic partial differential equation \[ du= [Lu+ f(t,x,u,Du)]dt +\sum_{i=1}^d g_i(t,x,u,Du) dB_t^i\;, \] on a bounded domain with Lipschitz functions \(f\) and \(g\) and finite-dimensional noise. The operator \(L\) is self-adjoint and generates a Dirichlet form defined on a finite- or infinite-dimensional space. The main result is the existence of unique solutions in a class of Dirichlet processes, where the author considers mild and weak solutions, which he shows are equivalent concepts under his assumptions. Relying on Itô's formula for Dirichlet processes a comparison principle is established.
0 references
pathwise comparison principle
0 references