A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class
Röckner, Michael
Wang, Yi
fractional Brownian motion
stochastic porous media
Stochastic partial differential equations
equations
general Gaussian noise
This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t, X(t))dt + B(t, X(t))dW(t) + h(t)dG(t), where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiener process W(t), t >= 0.
World Scientific
2009
info:eu-repo/semantics/article
doc-type:article
text
https://pub.uni-bielefeld.de/record/1591586
Röckner M, Wang Y. A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class. <em>Infinite Dimensional Analysis, Quantum Probability and Related Topics</em>. 2009;12(2):353-358.
eng
info:eu-repo/semantics/altIdentifier/doi/10.1142/S0219025709003690
info:eu-repo/semantics/altIdentifier/issn/0219-0257
info:eu-repo/semantics/altIdentifier/wos/000268123100011
info:eu-repo/semantics/closedAccess