首页> 外文会议>Seminar on Stochastic Analysis, Random Fields, and Applications >Uniqueness and Absolute Continuity for Semilinear SPDE's
【24h】

Uniqueness and Absolute Continuity for Semilinear SPDE's

机译:半线性SPDE的唯一性和绝对连续性

获取原文

摘要

Given a weak solution of a semilinear stochastic partial differential equation, sufficient conditions for its uniqueness in law are presented. Moreover we characterize this law and prove that it is absolutely continuous with respect to the law of the process solving the corresponding linear stochastic partial differential equation, obtained neglecting the nonlinear term. The conditions imposed involve a P-a.s. assumption on the solution process. This allows to avoid a boundeness or linear growth condition on the nonlinear term. Finally, we prove the equivalence of the laws.
机译:鉴于半线性随机偏微分方程的弱解,提出了其唯一性的充分条件。 此外,我们表征了这一定律,并证明它对于求解相应的线性随机偏微分方程的方法是绝对连续的,忽略非线性术语。 施加的条件涉及p-a。 假设解决方案过程。 这允许避免非线性术语的界限或线性生长条件。 最后,我们证明了法律的等同性。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号