Degenerate parabolic stochastic partial differential equations

被引:68
作者
Hofmanova, Martina [1 ,2 ,3 ]
机构
[1] Charles Univ Prague, Fac Math & Phys, Dept Math Anal, Prague 18675 8, Czech Republic
[2] UEB, CNRS, IRMAR, ENS Cachan Bretagne, F-35170 Bruz, France
[3] ASCR, Inst Informat Theory & Automat, Prague 18208 8, Czech Republic
关键词
Degenerate parabolic stochastic partial differential equation; Kinetic solution; CONSERVATION-LAWS; WAVE-EQUATIONS;
D O I
10.1016/j.spa.2013.06.015
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic solution which is well suited for degenerate parabolic problems and supplies a good technical framework to prove the comparison principle. The proof of existence is based on the vanishing viscosity method: the solution is obtained by a compactness argument as the limit of solutions of nondegenerate approximations. (C) 2013 Elsevier B.V. All rights reserved.
引用
收藏
页码:4294 / 4336
页数:43
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