论文标题
具有非lipschitz系数的SPDES和非肢体边界条件
SPDEs with non-Lipschitz coefficients and nonhomogeous boundary conditions
论文作者
论文摘要
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, Hölder continuous diffusion coefficients and the spatial domain in finite interval, $[0,1]$, and with Dirichlet, Neumann or mixed nonhomogeneous random conditions imposed on the endpoints.解决方案的Hölder连续性既有时间 还研究了空间变量。
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, Hölder continuous diffusion coefficients and the spatial domain in finite interval, $[0,1]$, and with Dirichlet, Neumann or mixed nonhomogeneous random conditions imposed on the endpoints. The Hölder continuity of the solution both in time and in space variables is also studied.
