题名 | SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions |
作者 | |
发表日期 | 2023-11-01
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DOI | |
发表期刊 | |
ISSN | 1350-7265
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卷号 | 29期号:4页码:2987-3012 |
摘要 | In this article, we consider a stochastic partial differential equation (SPDE) driven by Gaussian colored noise with Dirichlet, Neumann or mixed nonhomogeneous random boundary conditions when the drift and diffusion coefficients are non-Lipschitz. We prove the existence of a unique strong solution to this SPDE and obtain a comparison theorem between such SPDEs. We also study the Hölder continuity of the solution in both time and space variables, and find the dependence of the Hölder exponent on that of the Dirichlet boundary. |
关键词 | |
相关链接 | [Scopus记录] |
语种 | 英语
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学校署名 | 第一
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资助项目 | National Natural Science Foundation of China[11831010];National Natural Science Foundation of China[12061004];National Natural Science Foundation of China[61873325];
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ESI学科分类 | MATHEMATICS
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Scopus记录号 | 2-s2.0-85163979086
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来源库 | Scopus
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引用统计 |
被引频次[WOS]:1
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成果类型 | 期刊论文 |
条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/559520 |
专题 | 理学院_数学系 深圳国际数学中心(杰曼诺夫数学中心)(筹) |
作者单位 | 1.Department of Mathematics and SUSTech International center for Mathematics,Southern University of Science and Technology,Shenzhen,China 2.School of Mathematics and Information Science,North Minzu University,Yinchuan,China |
第一作者单位 | 数学系; 深圳国际数学中心(杰曼诺夫数学中心)(筹) |
第一作者的第一单位 | 数学系; 深圳国际数学中心(杰曼诺夫数学中心)(筹) |
推荐引用方式 GB/T 7714 |
Xiong,Jie,Yang,Xu. SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions[J]. Bernoulli,2023,29(4):2987-3012.
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APA |
Xiong,Jie,&Yang,Xu.(2023).SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions.Bernoulli,29(4),2987-3012.
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MLA |
Xiong,Jie,et al."SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions".Bernoulli 29.4(2023):2987-3012.
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条目包含的文件 | 条目无相关文件。 |
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