Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises

DOI10.1016/j.spl.2017.05.012zbMath1378.60092OpenAlexW2617678580MaRDI QIDQ1687201

Jie Xiong, Xu Yang

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.05.012

zbMATH Keywords

existenceuniquenesscolored noisestochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Stochastic partial differential equations with gradient driven by space-time fractional noises

Cites Work

• Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• An \(\infty\)-dimensional inhomogeneous Langevin's equation
• Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
• Super-Brownian motion as the unique strong solution to an SPDE
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations

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