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
收藏
页码：157 / 171
页数：15
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