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arXiv:0902.4324 [math.PR]Abstract References Reviews Resources

A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class

Published 2009-02-25Version 1

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt + B(t,X(t))dW(t) + h(t) dG(t) where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiener pocess W(t), t >= 0.

Categories: math.PR

Keywords: variational solutions, general class, gaussian noise, dimensional gaussian process

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