scholarly journals Numerical methods for stochastic partial differential equations with multiple scales

2012 ◽  
Vol 231 (6) ◽  
pp. 2482-2497 ◽  
Author(s):  
A. Abdulle ◽  
G.A. Pavliotis
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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