On a high-dimensional nonlinear stochastic partial differential equation

DOI10.1080/17442508.2014.895496MaRDI QIDQ2811119zbMATH OpenOpenAlexWikidataFDO

Authors Lahcen Boulanba, Mohamed Mellouk

Publication date 10 June 2016

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.5416

zbMATH Keywords

Gaussian noisesmartingale problemnon-Lipschitz coefficientsSkorohod representation theoremstochastic partial differential equations

Mathematics Subject Classification ID

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

Abstract: In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $dgeq1$, with a non-Lipschitz coefficient noisy term. The equation studied coincides in one dimension with the stochastic Burgers equation. Existence of a weak solution is established through an approximation procedure.

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Cited in

(8)

• The non-linear stochastic wave equation in high dimensions
• A stochastic solution of a high order parabolic equation
• Moment estimates for invariant measures of stochastic Burgers equations
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
• Asymptotics and high dimensional approximations for nonlinear pseudodifferential equations involving Lévy generators
• Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
• Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
• High-dimensional regime for Wishart matrices based on the increments of the solution to the stochastic heat equation

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