Existence and uniqueness of solutions for stochastic partial differential equations

Existence and uniqueness of solutions for stochastic partial differential equations

In this paper the existence and uniquenessof solutions for two-dimensionalstochastic partial differential equations are investigated by means of successive approximations and Hölder nequality techniques. Moreover, our results are illustrated by an application to super Brownian Motion which is a non-...

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Bibliographic Details
Main Authors: LI Shangzhi, GUO Shangjiang
Format: Article
Language:English
Published: Academic Journals Center of Shanghai Normal University 2016-06-01
Series:Journal of Shanghai Normal University (Natural Sciences)
Subjects:
Brownian motion
successive approximation
Hölder inequality
stochastic integral equation
Online Access:http://qktg.shnu.edu.cn/zrb/shsfqkszrb/ch/reader/create_pdf.aspx?file_no=201603003&flag=1&year_id=2016&quarter_id=3
Description
Summary:In this paper the existence and uniquenessof solutions for two-dimensionalstochastic partial differential equations are investigated by means of successive approximations and Hölder nequality techniques. Moreover, our results are illustrated by an application to super Brownian Motion which is a non-Lipschitz problem.
ISSN:1000-5137
1000-5137

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