On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective

DOI10.1002/GAMM.201800014MaRDI QIDQ6067115zbMATH OpenOpenAlexWikidataFDO

Authors Rainer Picard, Sascha Trostorff, Marcus Waurick

Publication date 14 December 2023

Published in GAMM-Mitteilungen (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.03551, https://strathprints.strath.ac.uk/65439/1/Picard_etal_GAMM_Reports_2018_On_the_well_posedness_of_a_class_of_non_autonomous_SPDEs.pdf

zbMATH Keywords

stochastic partial differential equationsdifferential inclusionsnonlinear equationsweak solutionsevolutionary equationsnonautonomous equationsstochastic equations of mathematical physics

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Stochastic analysis (60Hxx) Stochastic processes (60Gxx)

Abstract: We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our approach allows the treatment of equations with mixed type, where classical solution strategies fail to work. The approach extends prior observations in [S"uss, A. & Waurick, M. A Solution Theory for a General Class of SPDEs. emph{Stochastics and Partial Differential Equations: Analysis and Computations}, 2017, 5, 278-318], where the respective results were obtained for linear autonomous equations and (multiplicative) white noise.

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