Long-time existence for signed solutions of the heat equation with a noise term
In: Probability theory and related fields, Jg. 110 (1998), Heft 1, S. 51-68
Online
academicJournal
- print, 8 ref
Zugriff:
Let II be the circle [0,J] with the ends identified. We prove long-time existence for the following equation. ut = Uxx + g(u)W, t > 0, x ∈ II u(0, x) = u0(x) Here, W = W(t,x) is 2-parameter white noise, and we assume that u0(x) is a continuous function on II. We show that if g(u) grows no faster than C0(1 + |u|)γ for some γ < 3/2, C0 > 0, then this equation has a unique solution u(t,x) valid for all times t > 0.
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Long-time existence for signed solutions of the heat equation with a noise term
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Autor/in / Beteiligte Person: | MUELLER, C |
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Zeitschrift: | Probability theory and related fields, Jg. 110 (1998), Heft 1, S. 51-68 |
Veröffentlichung: | Berlin; Heidelberg; New York, NY: Springer, 1998 |
Medientyp: | academicJournal |
Umfang: | print, 8 ref |
ISSN: | 0178-8051 (print) |
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