A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class
Probability
2018-06-18 v1
Abstract
This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiener pocess W(t), t >= 0.
Keywords
Cite
@article{arxiv.0902.4324,
title = {A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class},
author = {Michael Röckner and Yi Wang},
journal= {arXiv preprint arXiv:0902.4324},
year = {2018}
}