Stability and genericity for SPDE's driven by spatially correlated noise

DOI10.1215/KJM/1250271314zbMATH Open1166.60035arXivmath/0610174OpenAlexW1889401473MaRDI QIDQ1029296FDOQ1029296

Authors: Khaled Bahlali, M'hamed Eddahbi, Mohamed Mellouk 

Publication date: 10 July 2009

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Abstract: We consider stochastic partial differential equations on $mathbb{R}^d,dgeq1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we establish various strong stability results. Then, we give an application to the convergence of the Picard successive approximation. Finally, we show that in the sense of Baire category, almost all stochastic partial differential equations with continuous and bounded coefficients have the properties of existence and uniqueness of solutions as well as the continuous dependence on the coefficients.

Full work available at URL: https://arxiv.org/abs/math/0610174

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cited In (7)

• Stochastic resonance in stochastic PDEs
• Some stability results for semilinear stochastic heat equation driven by a fractional noise
• Stability results for stochastic differential equations driven by an additive fractional Brownian sheet
• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
• Stability properties of stochastic partial differential equations
• Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises

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