On L^ p-solutions of semilinear stochastic partial differential equations.

DOI10.1016/S0304-4149(00)00033-8MaRDI QIDQ1879484zbMATH OpenOpenAlexFDO

Authors István Gyöngy, Carles Rovira

Publication date 22 September 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(00)00033-8

zbMATH Keywords

stochastic Burgers equation stochastic partial differential equations

Mathematics Subject Classification ID

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

Review text

Let \(D\subseteq \mathbb R^ {d}\) be a bounded convex domain with a smooth boundary \(\partial D\), \(W\) a \(k\)-dimensional standard Wiener process defined on a stochastic basis \((\Omega , \mathfrak F, (\mathfrak F_ {t}), P)\). Existence and uniqueness of solutions to a semilinear stochastic parabolic equation \[ {\partial u\over \partial t}= \sum ^ {d}_ {i=1}{\partial \over \partial x_ {i}}\left (\sum ^ {d}_ {j=1} a_ {ij}(x){\partial u \over \partial x_ {j}} + g_ {i}(t,x,u)\right ) + f(t,x,u)+ \sum ^ {k}_ {i=1} \sigma _ {i}(t,x,u)\dot W^ {i},\tag{1} \] \(u=0\) on \(\partial D\), \(u(0,\cdot ) = u_ {0}\), with nonlinear terms of a polynomial growth is studied. More precisely, assume that \(a_ {ij}\in C^ 2(\bar D)\), the matrix \((a_ {ij}(x))\) is symmetric for each \(x\in D\) and the uniform ellipticity condition is satisfied. The functions \(f,g_ {i}, \sigma _ {i}: \mathbb R_ {+}\times D\times \mathbb R\to \mathbb R\) are Borel, \(f(t,x,\cdot )\), \(\sigma _ {i}(t,x,\cdot )\) are globally Lipschitz continuous and satisfy the linear growth condition uniformly with respect to \((t,x)\). The functions \(g_ {i}\) are locally Lipschitz and of a polynomial growth: there exist \(\nu \geq 1\) and \(L<\infty \) such that \[ | g_ {i}(t,x,r)-g_ {i}(t,x,s)| \leq L(1 + | r| ^ {\nu -1} + | s| ^ {\nu -1})| r-s|, \quad g_ {i}(t,x,r) = g^ {(1)}_ {i}(t,x,r) + g^ {(2)}_ {i}(t,r), \] \[ | g^ {(1)}_ {i} (t,x,r)| \leq L(1+| r| ),\quad | g^ {(2)}_ {i}(t,r)| \leq L(1+| r| ^ {\nu }) \] for every \((t,x)\) and all \(r,s\in \mathbb R\). Under these hypotheses it is shown that \(\rho _ 0\), depending on \(\nu \) and \(d\), may be found such that for every \(\rho >\rho _ 0\) and every \(\mathfrak F_ 0\)-measurable \(L^ \rho (D)\)-valued random variable \(u_ 0\) there exists a unique continuous \(L^ \rho (D)\)-valued solution \(u\) to (1). The process \(u\) has a modification continuous in \((t,x)\in \mathbb R_ {+}\times D\) provided that \(u_ 0\) has a continuous modification. Moreover, a comparison theorem is established.

Recommendations

Cites work

Cited in

(64)

This page was built for publication: On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1879484)