ON THE REGULARIZATION EFFECT OF SPACE-TIME WHITE-NOISE ON QUASI-LINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS

Authors
GYONGY I PARDOUX E
Citation
I. Gyongy et E. Pardoux, ON THE REGULARIZATION EFFECT OF SPACE-TIME WHITE-NOISE ON QUASI-LINEAR PARABOLIC PARTIAL-DIFFERENTIAL EQUATIONS, Probability theory and related fields, 97(1-2), 1993, pp. 211-229
Citations number
10
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
97
Issue
1-2
Year of publication
1993
Pages
211 - 229
Database
ISI
SICI code
0178-8051(1993)97:1-2<211:OTREOS>2.0.ZU;2-O
Abstract
We show that an existence and uniqueness and a comparison theorem hold if we add a space time white noise to a quasi-linear parabolic equati on in one space dimension, even if the nonlinearity is only measurable and not even locally bounded.