Regularity analysis for stochastic partial differential equations with nonlinear multiplicative trace class noise

JOURNAL OF DIFFERENTIAL EQUATIONS

卷:252

Article

Jentzen, Arnulf²  Roeckner, Michael^1,3 

[1] Univ Bielefeld, Fac Math, D-33615 Bielefeld, Germany

[2] Princeton Univ, Program Appl & Computat Math, Princeton, NJ 08544 USA

[3] Purdue Univ, Dept Math & Stat, W Lafayette, IN 47907 USA

关键词: Stochastic partial differential equations;    Regularity analysis;    Nonlinear multiplicative noise;   

DOI  :  10.1016/j.jde.2011.08.050

来源: Elsevier

【 摘 要 】

In this article spatial and temporal regularity of the solution process of a stochastic partial differential equation (SPDE) of evolutionary type with nonlinear multiplicative trace class noise is analyzed. (C) 2011 Published by Elsevier Inc.

【 授权许可】

Free