scholarly journals A Runge–Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise

2012 ◽  
Vol 62 (2) ◽  
pp. 193-223 ◽  
Author(s):  
Xiaojie Wang ◽  
Siqing Gan
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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