English

A note on stochastic semilinear equations and their associated Fokker-Planck equations

Probability 2014-02-05 v2

Abstract

In this paper we treat semilinear stochastic partial differential equations by two methods. First, we extend the framework of [BDR10] from a Hilbert space to a Gelfand triple and as an application we prove the existence of solutions for the Fokker-Planck equations associated to semilinear equations with space-time white noise and both with polynomially growing nonlinearities and Burgers type nonlinearities at the same time. Second we adopt the approximation technique from [BDR10] to obtain existence of unique strong solutions to semilinear stochastic partial differential equations driven by space-time white noise, generalizing corresponding known results from the literature.

Keywords

Cite

@article{arxiv.1209.1840,
  title  = {A note on stochastic semilinear equations and their associated Fokker-Planck equations},
  author = {Michael Röckner and Rongchan Zhu and Xiangchan Zhu},
  journal= {arXiv preprint arXiv:1209.1840},
  year   = {2014}
}

Comments

To appear in Journal of Mathematical Analysis and Applications