Stochastic flows for nonlinear second-order parabolic SPDE
نویسندگان
چکیده
منابع مشابه
Two Problems for Stochastic Flows Associated with Nonlinear Parabolic Equations
In this paper, we solve two problems for some nonlinear SPDE driven by FiskStratonovich stoachastic integral. The main assumption is the commuting property of the drift and diffusion vector fields with respect of the Lie bracket. In the first problem (P1) we construct a classical solution for some nonlinear SPDE of parabolic type by assuming the compatibilty condition concerning the mentioned v...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1996
ISSN: 0091-1798
DOI: 10.1214/aop/1039639354