On a high-dimensional nonlinear stochastic partial differential equation

Mohamed Mellouk 1 Lahcen Boulanba 2
1 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5
2 Faculté des Sciences Semlalia [Marrakech]
Abstract : In this paper we investigate a nonlinear stochastic partial differential equation perturbed by a space-correlated Gaussian noise in arbitrary dimension d>1, with a non-Lipschitz coefficient noisy term. The equation studied coincides in one dimension with the stochastic Burgers equation. Existence of a weak solution is established through an approximation procedure.
Keywords : stochastic partial differential equations non-Lipschitz coefficients martingale problem Gaussian noises Skorohod representation theorem
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https://hal-descartes.archives-ouvertes.fr/hal-01437948
Contributeur : Mohamed Mellouk <>
Soumis le : mardi 17 janvier 2017 - 14:29:37
Dernière modification le : vendredi 20 septembre 2019 - 16:34:03

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Mohamed Mellouk, Lahcen Boulanba. On a high-dimensional nonlinear stochastic partial differential equation. Stochastics and Stochastics Reports, Informa UK (Taylor & Francis), 2014, Stochastics 86 (2014), no. 6, (no. 6,), ⟨10.1080/17442508.2014.895496⟩. ⟨hal-01437948⟩

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