2023/12/27 by Suprio Bhar, Bhar, Suprio, Barun Sarkar +1
Economics, Econometrics and Finance · Mathematics · #60H10 #60H15 #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2312.16539
openalex publication_date 2023/12/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this article, we construct weak solutions for a class of Stochastic PDEs in the space of tempered distributions via Girsanov's theorem. It is to be noted that our drift and diffusion coefficients (L,A) of the considered Stochastic PDE satisfy a Monotonicity type inequality, rather than Lipschitz conditions. As such, we can not follow the usual infinite dimensional analysis as described in \cite[sections 10.2 and 10.3]MR3236753. Instead, we exploit related SDEs to obtain our desired result, and we point out an important observation that the same Novikov condition is used in changing the Brownian motion in both the SDEs and the Stochastic PDEs.