On a high-dimensional nonlinear stochastic partial differential equation
Abstract
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension d≥1, with a non-Lipschitz coefficient noisy term. The equation studied coincides in one dimension with the stochastic Burgers equation. Existence of a weak solution is established through an approximation procedure.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.