Quasilinear parabolic stochastic partial differential equations: existence, uniqueness

2015/01/03 by Martina Hofmanová, Tusheng Zhang, Hofmanova, Martina +1 · 1 citation
Engineering · Economics, Econometrics and Finance · Mathematics · #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #Nonlinear Differential Equations Analysis

paper · pdf · doi:10.48550/arxiv.1501.00548

Abstract

In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone.

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