Gradient type noises II – Systems of stochastic partial differential equations

نویسندگان

  • Michael Hinz
  • Martina Zähle
  • Paul Malliavin
چکیده

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. © 2009 Elsevier Inc. All rights reserved.

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تاریخ انتشار 2008