An Exact Solution for a Class of Stochastic Partial Differential Equations

1967 ◽  
Vol 15 (5) ◽  
pp. 1357-1362
Author(s):  
Walter E. Gibson
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.


Sign in / Sign up

Export Citation Format

Share Document