Gradient type noises II - Systems of stochastic partial differential equations |
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Authors: | Michael Hinz,Martina Zä hle |
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Affiliation: | Mathematisches Institut, Friedrich-Schiller-Universität Jena, Ernst-Abbe-Platz 2, 07737 Jena, Germany |
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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. |
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Keywords: | Stochastic partial differential equations Fractional Brownian sheet Fractional calculus Semigroups Function spaces |
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