JEDNOSTKA NAUKOWA KATEGORII A+

Nonlinear parabolic SPDEs involving Dirichlet operators

Tom 230 / 2015

Tomasz Klimsiak, Andrzej Rozkosz Studia Mathematica 230 (2015), 215-263 MSC: Primary 60H15; Secondary 60H10, 60H30, 35R60. DOI: 10.4064/sm8328-1-2016 Opublikowany online: 8 February 2016

Streszczenie

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet forms. In the proofs we combine the methods of backward doubly stochastic differential equations with those of probabilistic potential theory and Dirichlet forms.

Autorzy

  • Tomasz KlimsiakInstitute of Mathematics
    Polish Academy of Sciences
    Śniadeckich 8
    00-656 Warszawa, Poland
    and
    Faculty of Mathematics and Computer Science
    Nicolaus Copernicus University
    Chopina 12/18
    87-100 Toruń, Poland
    e-mail
  • Andrzej RozkoszFaculty of Mathematics and Computer Science
    Nicolaus Copernicus University
    Chopina 12/18
    87-100 Toruń, Poland
    e-mail

Przeszukaj wydawnictwa IMPAN

Zbyt krótkie zapytanie. Wpisz co najmniej 4 znaki.

Przepisz kod z obrazka

Odśwież obrazek

Odśwież obrazek