Stochastic parabolic equations with nonlinear dynamical boundary conditions

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:427

Article

Barbu, Viorel¹  Bonaccorsi, Stefano²  Tubaro, Luciano² 

[1] Romanian Acad, Octav Mayer Inst Math, Bucharest, Romania

[2] Univ Trent, Dipartimento Matemat, I-38123 Trento, Italy

关键词: Diffusion equations;    Wentzell boundary conditions;    Monotone operators;    Brownian motion;   

DOI  :  10.1016/j.jmaa.2015.02.038

来源: Elsevier

【 摘 要 】

The existence and uniqueness of solutions to linear parabolic equations with nonlinear flux on the boundary driven by Gaussian boundary noise is studied. Both the case of heat equation with boundary conditions of Wentzell type and the case of white-noise boundary conditions are considered. (C) 2015 Elsevier Inc. All rights reserved.

【 授权许可】

Free