Nonlinear parabolic SPDEs involving Dirichlet operators

• Autorzy: Tomasz Klimsiak , Andrzej Rozkosz
• Języki publikacji: EN

Abstrakty

EN

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet forms. In the proofs we combine the methods of backward doubly stochastic differential equations with those of probabilistic potential theory and Dirichlet forms.

Kategorie tematyczne

• 60H10: Stochastic ordinary differential equations
• 35R60: Partial differential equations with randomness, stochastic partial differential equations
• 60H15: Stochastic partial differential equations
• 60H30: Applications of stochastic analysis (to PDE, etc.)

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2015
• Tom: 230
• Numer: 3
• Strony: 215-263

Daty

wydano

2015

Twórcy

autor

Tomasz Klimsiak

• Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-656 Warszawa, Poland
• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Chopina 12/18, 87-100 Toruń, Poland

autor

Andrzej Rozkosz

• Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Chopina 12/18, 87-100 Toruń, Poland

Identyfikatory

DOI

10.4064/sm8328-1-2016