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On non-degenerate quasi-linear stochastic partial differential equations
Authors:István Gyöngy
Affiliation:(1) Department of Probability and Statistics, Eötvös Loránd University Budapest, Múzeum krt. 6-8, 1088, Hungary
Abstract:We prove a limit theorem for non-degenerate quasi-linear parabolic SPDEs driven by space-time white noise in one space-dimension, when the diffusion coefficient is Lipschitz continuous and the nonlinear drift term is only measurable. Hence we obtain an existence and uniqueness and a comparison theorem, which generalize those in [2], [4], [5] to the case of non-degenerate SPDEs with measurable drift and Lipschitz continuous diffusion coefficients.Research supported by the Hungarian National Foundation of Scientific Research No. 2290.
Keywords:60H15  35R30
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