Publikation: Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise
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2015
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Stochastic Analysis and Applications. 2015, 33(2), pp. 331-355. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.996295
Zusammenfassung
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.
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Fachgebiet (DDC)
510 Mathematik
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Stochastic reaction diffusion system, Pathwise uniqueness
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KUNZE, Markus, 2015. Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise. In: Stochastic Analysis and Applications. 2015, 33(2), pp. 331-355. ISSN 0736-2994. eISSN 1532-9356. Available under: doi: 10.1080/07362994.2014.996295BibTex
@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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