On a high-dimensional nonlinear stochastic partial differential equation

Mohamed Mellouk; Lahcen Boulanba

doi:10.1080/17442508.2014.895496

On a high-dimensional nonlinear stochastic partial differential equation

Mohamed Mellouk ¹ Lahcen Boulanba ²

1 MAP5 - MAP5 - Mathématiques Appliquées à 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

Type de document :

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〉

Domaine :

Mathématiques [math] / Probabilités [math.PR]

Mathématiques [math] / Statistiques [math.ST]

Liste complète des métadonnées

https://hal-descartes.archives-ouvertes.fr/hal-01437948
Contributeur : Mohamed Mellouk <>
Soumis le : mardi 17 janvier 2017 - 14:29:37
Dernière modification le : mercredi 18 janvier 2017 - 01:07:10

On a high-dimensional nonlinear stochastic partial differential equation

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On a high-dimensional nonlinear stochastic partial differential equation

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