Stochastic PDEs involving a bilaplacian operator

2023/12/27 by Suprio Bhar, Bhar, Suprio, Barun Sarkar +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #35G05 #46F05 #60H30 #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #Optimization and Variational Analysis #Primary: 60H15 #Probability (math.PR) #Secondary: 60G15 #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2312.16550

openalex publication_date 2023/12/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this article, we study the existence and uniqueness problem for linear Stochastic PDEs involving a bilaplacian operator. Our results on the existence and uniqueness are obtained through an application of a Monotonicity inequality, which we also prove here. As an application of these results, we also obtain a probabilistic representation of the solution for a linear PDE involving the bilaplacian operator.

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