On a high-dimensional nonlinear stochastic partial differential equation - Université Paris Cité Access content directly
Journal Articles Stochastics and Stochastics Reports Year : 2014

On a high-dimensional nonlinear stochastic partial differential equation

Mohamed Mellouk
  • Function : Author
  • PersonId : 926222
Lahcen Boulanba
  • Function : Author
  • PersonId : 926223

Abstract

In this paper we investigate a nonlinear stochastic partial differential equation perturbed by a space-correlated Gaussian noise in arbitrary dimension d>1, with a non-Lipschitz coefficient noisy term. The equation studied coincides in one dimension with the stochastic Burgers equation. Existence of a weak solution is established through an approximation procedure.

Dates and versions

hal-01437948 , version 1 (17-01-2017)

Identifiers

Cite

Mohamed Mellouk, Lahcen Boulanba. On a high-dimensional nonlinear stochastic partial differential equation. Stochastics and Stochastics Reports, 2014, Stochastics 86 (2014), no. 6, (no. 6,), ⟨10.1080/17442508.2014.895496⟩. ⟨hal-01437948⟩
105 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More