Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises

DOI10.1016/J.SPL.2017.05.012zbMATH Open1378.60092OpenAlexW2617678580MaRDI QIDQ1687201FDOQ1687201

Authors: Jie Xiong, Xu Yang 

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.05.012

Recommendations

• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• Stochastic partial differential equations with gradient driven by space-time fractional noises
• Stability and genericity for SPDE's driven by spatially correlated noise
• A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
• A UNIFIED EXISTENCE AND UNIQUENESS THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS

zbMATH Keywords

colored noiseexistenceuniquenessstochastic partial differential equation

Mathematics Subject Classification ID

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

Cites Work

• An \(\infty\)-dimensional inhomogeneous Langevin's equation
• Super-Brownian motion as the unique strong solution to an SPDE
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
• Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations

Cited In (4)

• Existence and uniqueness of strong solution to a stochastic partial differential equation with gradient
• \(C^{1, \nu }\)-convergence of center manifolds for stochastic PDEs driven by colored noise on thin domain
• Stochastic partial differential equations with gradient driven by space-time fractional noises
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions

This page was built for publication: Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1687201)