Itô–Tanaka’s Formula for Stochastic Partial Differential Equations Driven by Additive Space–Time White Noise

2005 ◽  
pp. 337-347 ◽  
Author(s):  
Lorenzo Zambotti
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
White Noise ◽  
Stochastic Partial Differential Equations ◽  
Partial Differential

INVARIANT FOLIATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

2008 ◽  
Vol 08 (03) ◽  
pp. 505-518 ◽  
Author(s):  
KENING LU ◽  
BJÖRN SCHMALFUß
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
White Noise ◽  
Stochastic Partial Differential Equations ◽  
Partial Differential ◽  
Invariant Foliation ◽  
All Solutions ◽  
Multiplicative White Noise ◽  
Long Term Behavior

In this paper, we study the existence of an invariant foliation for a class of stochastic partial differential equations with a multiplicative white noise. This invariant foliation is used to trace the long term behavior of all solutions of these equations.

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