ON NONDEGENERATE QUASI-LINEAR STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS

被引：13

作者：

GYONGY, I

机构：

[1] Department of Probability and Statistics, Eötvös Loránd University Budapest, 1088

来源：

POTENTIAL ANALYSIS | 1995年 / 4卷 / 02期

关键词：

STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS; SPACE-TIME WHILE NOISE;

D O I：

10.1007/BF01275588

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We prove a limit theorem for non-degenerate quasi-linear parabolic SPDEs driven by space-time white noise in one space-dimension, when the diffusion coefficient is Lipschitz continuous and the nonlinear drift term is only measurable. Hence we obtain an existence and uniqueness and a comparison theorem, which generalize those in [2], [4], [5] to the case of non-degenerate SPDEs with measurable drift and Lipschitz continuous diffusion coefficients.

引用

页码：157 / 171

页数：15

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