Stochastic partial differential equations with Dirichlet white-noise boundary conditions (Q1599989)

The authors study the one-dimensional stochastic partial differential equation with boundary noise \[ d_tu(t,x) = \frac{\partial^2}{\partial^2x} u(t,x)dt+\Bigl(b(x) \frac{\partial}{\partial x} u(t,x) +F(t,x,u(t,x))\Bigr)dW_t, \] \[ u(t,0)=\dot V_t,\quad u(0,x)=0,\quad (t,x)\in [0,T]\times \mathbb{R}_+, \] where \(W\) is an \(n\)-dimensional Brownian motion and \(V\) a 1-dimensional Brownian motion adapted to the filtration generated by \(W\). They study this equation by rewriting it in the anticipative evolution equation \[ u(t,x)=\int^t_0\frac{\partial p}{\partial y} (s,t,0,x)dV_s + \int^t_0\int^{+\infty}_0 p(s,t,y,x)F(s,y,u(s,y))dydW_s, \] where \(p\) is the fundamental solution of the linear homogeneous part of the original equation. Following the approach of \textit{D. Nualart} and \textit{F. Viens} (2000) and \textit{E. Alòs, D. Nualart} and \textit{F. Viens} [Ann. Inst. Henri Poincaré, Probab. Stat. 36, No.~2, 181-218 (2000; Zbl 0970.60068)] who have studied the evolution equation related to the above problem on \([0, T]\times R\), the authors prove the existence of a unique solution \(u(t,.)\) taking its values in appropriate weighted Sobolev space and study its regularity properties. Their main results are based on estimates of Skorokhod integrals of the form \(\int^t_0\int^{+\infty}_0p(s,t,y,x) F(s,y)dydW_s\).