Stochastic evolution equations with a spatially homogeneous Wiener process

A semilinear parabolic equation on d with a non-additive random perturbation is studied. The noise is supposed to be a spatially homogeneous Wiener process. Conditions for the existence and uniqueness of the solution in terms of the spectral measure of the noise are given. Applications to population and geophysical models are indicated. The Freidlin-Wentzell large deviation estimates are obtained as well.

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Year of publication:	1997
Authors:	Peszat, Szymon ; Zabczyk, Jerzy
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 72.1997, 2, p. 187-204
Publisher:	Elsevier
Keywords:	Stochastic partial differential equations Homogeneous Wiener process Random environment Large deviation principle

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

Persistent link: https://www.econbiz.de/10008874120