On a high-dimensional nonlinear stochastic partial differential equation

Mohamed Mellouk 1 Lahcen Boulanba 2
1 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5
2 Université Cadi Ayyad, Faculté des Sciences Semlalia,, Département de Mathématiques, B.P. 2390 Marrakech, 40.000, Maroc
LIBMA - Laboratoire Ibn Al-Banna de Mathématiques et Applications
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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Article dans une revue
Stochastics and Stochastics Reports, Informa UK (Taylor & Francis), 2014, Stochastics 86 (2014), no. 6, (no. 6,), 〈10.1080/17442508.2014.895496〉
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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 : jeudi 7 février 2019 - 16:39:12

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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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