SPDEs with non-Lipschitz coefficients and nonhomogeous boundary conditions

Abstract

In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift, H\"older continuous diffusion coefficients and the spatial domain in finite interval, $[0,1]$, and with Dirichlet, Neumann or mixed nonhomogeneous random conditions imposed on the endpoints. The H\"older continuity of the solution both in time and in space variables is also studied.