Stochastic Equations with Boundary Noise

DOI10.1007/978-3-0348-0075-4_30MaRDI QIDQ2909949zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/1001.2137, https://publikationen.bibliothek.kit.edu/1000015556/1182112

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)

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.

Recommendations

• scientific article; zbMATH DE number 65641
• Stochastic evolution equations with rough boundary noise
• scientific article; zbMATH DE number 4011586
• Stochastic differential equations with boundary conditions driven by a {P}oisson noise
• Stochastic boundary value problems
• scientific article; zbMATH DE number 482611
• scientific article; zbMATH DE number 3872422
• scientific article; zbMATH DE number 4011588
• Boundary value problems for stochastic differential equations

Cites work

• scientific article; zbMATH DE number 4159233 (Why is no real title available?)
• scientific article; zbMATH DE number 53996 (Why is no real title available?)
• scientific article; zbMATH DE number 1223843 (Why is no real title available?)
• scientific article; zbMATH DE number 482611 (Why is no real title available?)
• scientific article; zbMATH DE number 523960 (Why is no real title available?)
• scientific article; zbMATH DE number 742737 (Why is no real title available?)
• scientific article; zbMATH DE number 2144726 (Why is no real title available?)
• scientific article; zbMATH DE number 10316 (Why is no real title available?)
• scientific article; zbMATH DE number 762608 (Why is no real title available?)
• scientific article; zbMATH DE number 791177 (Why is no real title available?)
• scientific article; zbMATH DE number 803215 (Why is no real title available?)
• A unified approach to abstract linear nonautonomous parabolic equations
• Ergodicity for Infinite Dimensional Systems
• Evolution equations with white-noise boundary conditions
• Evolution operators and strong solutions of abstract linear parabolic equations
• Interpolation in $L^{p}$ with boundary conditions
• Martingales and singular integrals in Banach spaces
• Martingales with values in uniformly convex spaces
• Multidimensional reaction-diffusion equations with white noise boundary perturbations
• New thoughts on old results of R. T. Seeley
• Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
• On stochastic convolution in banach spaces and applications
• Optimal control of a stochastic heat equation with boundary-noise and boundary-control
• Optimal regularity and Fredholm properties of abstract parabolic operators in $L^{p}$ spaces on the real line
• Robustness of Fredholm properties of parabolic evolution equations under boundary perturbations
• STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS
• Space-time regularity for linear stochastic evolution equations driven by spatially homogeneous noise
• Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
• Stochastic evolution equations in UMD Banach spaces
• Stochastic integration in UMD Banach spaces
• Structurally damped plate and wave equations with random point force in arbitrary space dimensions.
• The Fredholm alternative for parabolic evolution equations with inhomogeneous boundary conditions

Cited in

(24)

• On boundary conditions for stochastic evolution equations with an extremally chaotic source
• scientific article; zbMATH DE number 791177 (Why is no real title available?)
• 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
• Well-posedness and stability for non-autonomous stochastic evolution equations of parabolic-type with additive noise
• Evolution equations with white-noise boundary conditions
• Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
• Large deviations for fast transport stochastic RDEs with applications to the exit problem
• Boundary value problems with rough boundary data
• A Stochastic Parabolic Equation with Nonlinear Flux on the Boundary Driven by a Gaussian Noise
• Stochastic partial differential equations with Dirichlet white-noise boundary conditions
• Fast diffusion limit for reaction-diffusion systems with stochastic Neumann boundary conditions
• scientific article; zbMATH DE number 3953986 (Why is no real title available?)
• Sample paths of white noise in spaces with dominating mixed smoothness
• Advection-diffusion equation on a half-line with boundary Lévy noise
• The primitive equations with stochastic wind driven boundary conditions
• Elliptic problems with rough boundary data in generalized Sobolev spaces
• A new approach to stochastic evolution equations with adapted drift
• Stochastic integration with respect to fractional processes in Banach spaces
• Stochastic switching in infinite dimensions with applications to random parabolic PDE
• A stochastic model for electrodeposition process with applications in filtering and boundary control
• scientific article; zbMATH DE number 3872422 (Why is no real title available?)
• scientific article; zbMATH DE number 4011588 (Why is no real title available?)

This page was built for publication: Stochastic Equations with Boundary Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2909949)