scholarly journals Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations

Author(s):  
Kevin Burrage ◽  
Grant Lythe
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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