Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise (Q649749)
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English | Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise |
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Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise (English)
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6 December 2011
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The authors deal with spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type. They study under which conditions on the noise term of a semilinear SPDE the solution process has values in the domains of fractional powers of the dominating linear operator of the SPDE. They check that the main ingredients in order to determinate the regularity of the solution process are some assumptions on the covariance operator of the driving noise process and appropiate boundary conditions on the diffusion coefficient. More precisely, they prove the existence, uniqueness and regularity of solutions of an SPDE with nonlinear multiplicative trace class Brownian noise. Some examples as a one dimensional stochastic reaction diffusion equation and a stochastic reaction diffusion equations with commutative noise are considered.
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stochastic partial differential equations
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regularity analysis
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nonlinear multiplicative noise
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