scholarly journals On the numerical solution of a T-Sylvester type matrix equation arising in the control of stochastic partial differential equations

2017 ◽  
Vol 82 (6) ◽  
pp. 1192-1208
Author(s):  
Susana N Gomes ◽  
Stephen James Tate
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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