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

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

  • 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
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