arXiv:1604.07174 [math.PR]AbstractReferencesReviewsResources
Nonlinear parabolic SPDEs involving Dirichlet operators
Tomasz Klimsiak, Andrzej Rozkosz
Published 2016-04-25Version 1
We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet forms. In proofs we combine the methods of backward doubly stochastic differential equations with those of probabilistic potential theory and Dirichlet forms.
Journal: Studia Math. 230(3) (2015) 215-263
Categories: math.PR
Keywords: nonlinear parabolic spdes, dirichlet operators, doubly stochastic differential equations, nonlinear stochastic partial differential equations, dirichlet forms
Tags: journal article
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