paper

On a high-dimensional nonlinear stochastic partial differential equation

arXiv:1104.5416

Abstract

In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension , with a non-Lipschitz coefficient noisy term. The equation studied coincides in one dimension with the stochastic Burgers equation. Existence of a weak solution is established through an approximation procedure.

On a high-dimensional nonlinear stochastic partial differential equation · wovepaper