Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise

Kunze, Markus

Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise

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Date

2015

Publication type

Journal article

Published in

Stochastic Analysis and Applications ; 33 (2015), 2. - pp. 331-355. - ISSN 0736-2994. - eISSN 1532-9356

Abstract

We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with a locally Lipschitz continuous reaction term of polynomial growth and Hölder continuous multiplicative noise. Under additional assumptions on the coefficients, we also prove positivity of the solutions.

Subject (DDC)

510 Mathematics

Keywords

Stochastic reaction diffusion system, Pathwise uniqueness

Cite This

ISO 690

KUNZE, Markus, 2015. Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise. In: Stochastic Analysis and Applications. 33(2), pp. 331-355. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.996295

BibTex

@article{Kunze2015Stoch-30744,
  year={2015},
  doi={10.1080/07362994.2014.996295},
  title={Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise},
  number={2},
  volume={33},
  issn={0736-2994},
  journal={Stochastic Analysis and Applications},
  pages={331--355},
  author={Kunze, Markus}
}

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Bibliography of Konstanz

Yes