Existence and uniqueness results for semilinear stochastic partial differential equations

We prove existence, uniqueness and comparison theorems for a class of semilinear stochastic partial differential equations driven by space-time white noise. The class of equations we investigate contains as special cases the stochastic Burgers equation and the reaction-diffusion equations perturbed by space-time white noise.

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Year of publication:	1998
Authors:	Gyöngy, István
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 73.1998, 2, p. 271-299
Publisher:	Elsevier
Keywords:	Stochastic partial differential equations Space-time white noise Green measures

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875005