Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

被引：42

作者：

Jentzen, Arnulf ^{[2
]}

Roeckner, Michael ^{[1
,3
]}

机构：

[1] Univ Bielefeld, Fac Math, D-33615 Bielefeld, Germany

[2] Princeton Univ, Program Appl & Computat Math, Princeton, NJ 08544 USA

[3] Purdue Univ, Dept Math & Stat, W Lafayette, IN 47907 USA

来源：

JOURNAL OF DIFFERENTIAL EQUATIONS | 2012年 / 252卷 / 01期

关键词：

Stochastic partial differential equations; Regularity analysis; Nonlinear multiplicative noise; UMD BANACH-SPACES; EVOLUTION EQUATIONS;

D O I：

10.1016/j.jde.2011.08.050

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed. (C) 2011 Published by Elsevier Inc.

引用

页码：114 / 136

页数：23

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