English

On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation

Probability 2007-05-23 v1

Abstract

In this paper we show that the Cahn-Hilliard stochastic SPDE has a function valued solution in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian noise. This is done proving general results on SPDEs with globally Lipschitz coefficients associated with operators on smooth domains of Rd\mathbb{R}^d which are parabolic in the sense of Petrovskii}, and do not necessarily define a semi-group of operators. We study the regularity of the trajectories of the solutions and the absolute continuity of the law at some given time and position.

Keywords

Cite

@article{arxiv.math/0611090,
  title  = {On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation},
  author = {Caoline Cardon-Weber and Annie Millet},
  journal= {arXiv preprint arXiv:math/0611090},
  year   = {2007}
}