Stochastic reaction-diffusion systems with H\"older continuous multiplicative noise
Probability
2012-09-24 v1
Abstract
We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional assumptions on the coefficients, we also prove positivity of the solutions.
Keywords
Cite
@article{arxiv.1209.4821,
title = {Stochastic reaction-diffusion systems with H\"older continuous multiplicative noise},
author = {Markus C. Kunze},
journal= {arXiv preprint arXiv:1209.4821},
year = {2012}
}
Comments
21 pages