ON THE REGULARIZATION EFFECT OF SPACE-TIME WHITE-NOISE ON QUASI-LINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS

被引:38
作者
GYONGY, I [1 ]
PARDOUX, E [1 ]
机构
[1] UNIV AIX MARSEILLE 1, URA 225, F-13331 MARSEILLE 3, FRANCE
关键词
Mathematics Subject Classification: 60H15; 35R30;
D O I
10.1007/BF01199321
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 show that an existence and uniqueness and a comparison theorem hold if we add a space time white noise to a quasi-linear parabolic equation in one space dimension, even if the nonlinearity is only measurable and not even locally bounded.
引用
收藏
页码:211 / 229
页数:19
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