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Gradient type noises II - Systems of stochastic partial differential equations
Authors:Michael Hinz  Martina Zähle
Institution:Mathematisches Institut, Friedrich-Schiller-Universität Jena, Ernst-Abbe-Platz 2, 07737 Jena, Germany
Abstract:The present paper is the second and main part of a study of partial differential equations under the influence of noisy perturbations. Existence and uniqueness of function solutions in the mild sense are obtained for a class of deterministic linear and semilinear parabolic boundary initial value problems. If the noise data are random, the results may be seen as a pathwise approach to SPDE's. For typical examples, such as spatially one-dimensional stochastic heat equations with additive or multiplicative perturbations of fractional Brownian type, we recover and extend known results. In addition, we propose to consider partial noises of low order.
Keywords:Stochastic partial differential equations  Fractional Brownian sheet  Fractional calculus  Semigroups  Function spaces
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