The initial value problem for stochastic reaction-diffusion equations with continuous reaction
作者:
Ralf Manthey,
Katrin Mittmann,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 4
页码: 555-583
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809495
出版商: Marcel Dekker, Inc.
关键词: Stochastic Reaction-Diffusion Equation;Stochastic Integral;Generalized Random Field;Growth of Random Functions;Comparison theorem
数据来源: Taylor
摘要:
We give general conditions for existence and uniqueness of mild solutions to the initial value problem for stochastic reaction-diffusion equations with an additive (i.e. state-independent) noise which is coloured in space and white in time. The method represented here analogously works in the space-time white noise case. We essentially make use of a growth estimate for continuous random fields which helps to establish a Banach space in which the solution lives
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