杨叙, 唐梦婷. 一个伴有梯度的随机偏微分方程强解的存在唯一性[J]. 应用概率统计, 2022, 38(6): 931-940. DOI: 10.3969/j.issn.1001-4268.2022.06.010
引用本文: 杨叙, 唐梦婷. 一个伴有梯度的随机偏微分方程强解的存在唯一性[J]. 应用概率统计, 2022, 38(6): 931-940. DOI: 10.3969/j.issn.1001-4268.2022.06.010
shu
YANG Xu, TANG Mengting. Existence and Uniqueness of Strong Solution to a Stochastic Partial Differential Equation with Gradient[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(6): 931-940. DOI: 10.3969/j.issn.1001-4268.2022.06.010
Citation: YANG Xu, TANG Mengting. Existence and Uniqueness of Strong Solution to a Stochastic Partial Differential Equation with Gradient[J]. Chinese Journal of Applied Probability and Statistics, 2022, 38(6): 931-940. DOI: 10.3969/j.issn.1001-4268.2022.06.010
shu

一个伴有梯度的随机偏微分方程强解的存在唯一性

Existence and Uniqueness of Strong Solution to a Stochastic Partial Differential Equation with Gradient

    摘要
  • 摘要: 本文建立了一个由高斯有色噪声驱动的漂移项和扩散项都伴有梯度的非李普希茨系数的随机偏微分方程强解的存在唯一性.

     

    Abstract: In this paper we establish the existence and uniqueness of strong solution to a stochastic partial differential equation driven by Gaussian colored noise and with gradient in drift and diffusion terms and non-Lipschitz coefficients

     

    • HTML全文
    • 参考文献(0)
    • 相关文章
    • 施引文献
  • 资源附件(0)

/

返回文章
返回