NONLINEAR EVOLUTION-EQUATIONS WITH GRADIENT COUPLED NOISE

Authors
BENTH FE DECK T POTHOFF J STREIT L
Citation
Fe. Benth et al., NONLINEAR EVOLUTION-EQUATIONS WITH GRADIENT COUPLED NOISE, letters in mathematical physics, 43(3), 1998, pp. 267-278
Citations number
21
Categorie Soggetti
Physycs, Mathematical","Physycs, Mathematical
Journal title
letters in mathematical physics → ACNP
ISSN journal
03779017
Volume
43
Issue
3
Year of publication
1998
Pages
267 - 278
Database
ISI
SICI code
0377-9017(1998)43:3<267:NEWGCN>2.0.ZU;2-T
Abstract
We show existence and uniqueness of solutions for a class of nonlinear evolution equations with gradient coupled noise. Our results are obta ined by using a simple transformation relating the equation under cons ideration to an underlying deterministic partial differential equation . Both the It (o) over cap and the Stratonovich conventions are treate d. Several examples show that the properties of solutions for It (o) o ver cap equations can differ significantly from those of Stratonovich equations.