On Strongly Petrovskii's Parabolic SPDEs in Arbitrary Dimension and Application to the Stochastic Cahn–Hilliard Equation |
| |
Authors: | C Cardon-Weber A Millet |
| |
Institution: | (1) Laboratoire de Probabilités et Modèles Aléatoires (CNRS UMR 7599), Universités Paris 6 and Paris 7, 4 place Jussieu, Tour 56, F-75252 Paris Cedex 05, France |
| |
Abstract: | In this paper we show that the Cahn–Hilliard stochastic PDE has a function valued solution in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian noise. We study the regularity of the trajectories of the solution and the absolute continuity of its law at some given time and position. This is done by showing a priori estimates which heavily depend on the specific equation, and by proving general results on stochastic and deterministic integrals involving general operators on smooth domains of d which are parabolic in the sense of Petrovskii, and do not necessarily define a semi-group of operators. These last estimates might be used in a more general framework. |
| |
Keywords: | Parabolic operators Cahn– Hilliard equation Green function SPDEs Malliavin calculus |
本文献已被 SpringerLink 等数据库收录! |
|