Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process

Citation
Z. Brzezniak et S. Peszat, Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process, STUD MATH, 137(3), 1999, pp. 261-299
Citations number
40
Categorie Soggetti
Mathematics
Journal title
STUDIA MATHEMATICA
ISSN journal
00393223 → ACNP
Volume
137
Issue
3
Year of publication
1999
Pages
261 - 299
Database
ISI
SICI code
0039-3223(1999)137:3<261:SCSTSD>2.0.ZU;2-R
Abstract
Stochastic partial differential equations on R-d are considered. The noise is supposed to be a spatially homogeneous Wiener process. Using the theory of stochastic integration in Banach spaces we show the existence of a Marko vian solution in a certain weighted L-q-space. Then we obtain the existence of a space continuous solution by means of the Da Prate, Kwapien and Zabcz yk factorization identity for stochastic convolutions.