A Novel Variable-Separation Method Based on Sparse and Low Rank Representation for Stochastic Partial Differential Equations

2017 ◽  
Vol 39 (6) ◽  
pp. A2879-A2910 ◽  
Author(s):  
Qiuqi Li ◽  
Lijian Jiang
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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