- Tytuł:
- Space-time continuous solutions to SPDEs driven by a homogeneous Wiener process
- Autorzy:
-
Brzeźniak, Zdzisław
Peszat, Szymon - Powiązania:
- https://bibliotekanauki.pl/articles/1216167.pdf
- Data publikacji:
- 1999
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
stochastic partial differential equations in $L^q$-spaces
homogeneous Wiener process
random environment
stochastic integration in Banach spaces - Opis:
- Stochastic partial differential equations on $ℝ^d$ are considered. The noise is supposed to be a spatially homogeneous Wiener process. Using the theory of stochastic integration in Banach spaces we show the existence of a Markovian solution in a certain weighted $L^q$-space. Then we obtain the existence of a space continuous solution by means of the Da Prato, Kwapień and Zabczyk factorization identity for stochastic convolutions.
- Źródło:
-
Studia Mathematica; 1999, 137, 3; 261-299
0039-3223 - Pojawia się w:
- Studia Mathematica
- Dostawca treści:
- Biblioteka Nauki
Artykuł