Stochastic Equations with Boundary Noise

DOI10.1007/978-3-0348-0075-4_30zbMATH Open1254.60069arXiv1001.2137OpenAlexW1618429966MaRDI QIDQ2909949FDOQ2909949

Authors: Roland Schnaubelt, Mark Veraar 

Publication date: 7 September 2012

Published in: Progress in Nonlinear Differential Equations and Their Applications (Search for Journal in Brave)

Abstract: We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary noise term is reformulated as a perturbation of a stochastic evolution equation with values in extrapolation spaces.

Full work available at URL: https://arxiv.org/abs/1001.2137

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zbMATH Keywords

variational solutionmild solutioncylindrical Brownian motionboundary noisenon-autonomous parabolic stochastic equations

Mathematics Subject Classification ID

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

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Cited In (24)

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• Stochastic Switching in Infinite Dimensions with Applications to Random Parabolic PDE
• STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS
• Stochastic evolution equations with rough boundary noise
• On evolution equations with white-noise boundary conditions
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• Boundary value problems with rough boundary data
• Large deviations for fast transport stochastic RDEs with applications to the exit problem
• Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
• A Stochastic Parabolic Equation with Nonlinear Flux on the Boundary Driven by a Gaussian Noise
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• Advection-diffusion equation on a half-line with boundary Lévy noise
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• On boundary conditions for stochastic evolution equations with an extremally chaotic source

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