On a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises

We are concerned with a class of Cahn–Hilliard type stochastic interacting systems with stepping-stone noises. We first establish approximating SPDEs for them since the diffusion coefficients are not Lipschitz. And then we obtain the existence of weak mild solution to this system by solving a martingale problem.

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Year of publication:	2014
Authors:	Jiang, Yiming ; Wang, Suxin ; Wang, Yongjin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 9-16
Publisher:	Elsevier
Subject:	Cahn–Hilliard type system \| Stepping-stone noise

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

Persistent link: https://www.econbiz.de/10010718810