ON QUASI-LINEAR STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS

被引：50

作者：

GYONGY, I ^{[1
]}

PARDOUX, E ^{[1
]}

机构：

[1] UNIV AIX MARSEILLE 1, URA 225, F-13331 MARSEILLE 3, FRANCE

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1993年 / 94卷 / 04期

关键词：

Mathematics Subject Classification: 60H15; 35R60;

D O I：

10.1007/BF01192556

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 prove existence and uniqueness of the solution of a parabolic SPDE in one space dimension driven by space-time white noise, in the case of a measurable drift and a constant diffusion coefficient, as well as a comparison theorem.

引用

页码：413 / 425

页数：13

共 12 条

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[8]

[No title captured]

[9]

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[10]

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