On quasi-linear stochastic partial differential equations (Q1326324)
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English | On quasi-linear stochastic partial differential equations |
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On quasi-linear stochastic partial differential equations (English)
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7 July 1994
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We prove existence and uniqueness of the solution of a parabolic SPDE in one space dimension driven by space-time white noise, in the case of a measurable drift and a constant diffusion coefficient, as well as a comparison theorem.
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stochastic partial differential equations
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existence and uniqueness
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comparison theorem
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