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A General Analytical Result for Non-linear SPDE's and Applications

Dublin Core		PKP Metadata Items	Metadata for this Document
1.	Title	Title of document	A General Analytical Result for Non-linear SPDE's and Applications
2.	Creator	Author's name, affiliation, country	Laurent Denis; Université du Maine, France
2.	Creator	Author's name, affiliation, country	L. Stoica; University of Bucharest, Romania
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)
4.	Description	Abstract	Using analytical methods, we prove existence uniqueness and estimates for s.p.d.e. of the type $$ du_t+Au_tdt+f ( t,u_t ) dt+R g(t, u_t ) dt=h(t,x,u_t) dB_t, $$ where $A$ is a linear non-negative self-adjoint (unbounded) operator, $f$ is a nonlinear function which depends on $u$ and its derivatives controlled by $\sqrt{A}u$, $Rg$ corresponds to a nonlinearity involving $u$ and its derivatives of the same order as $Au$ but of smaller magnitude, and the right term contains a noise involving a $d$-dimensional Brownian motion multiplied by a non-linear function. We give a neat condition concerning the magnitude of these nonlinear perturbations. We also mention a few examples and, in the case of a diffusion generator, we give a double stochastic interpretation.
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)
7.	Date	(YYYY-MM-DD)	2004-10-11
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ejp.ejpecp.org/article/view/223
10.	Identifier	Digital Object Identifier	10.1214/EJP.v9-223
11.	Source	Journal/conference title; vol., no. (year)	Electronic Journal of Probability; Vol 9
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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