We study random-field solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider linear equations under suitable parabolicity hypotheses, and we provide conditions on the initial data and on the stochastic term, namely, on the associated spectral measure, so that these kind of solutions exist in suitably chosen functional classes. We also give a regularity result for the expected value of these solutions.

Random-Field Solutions of Linear Parabolic Stochastic Partial Differential Equations with Polynomially Bounded Variable Coefficients

Coriasco, Sandro;
2021-01-01

Abstract

We study random-field solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider linear equations under suitable parabolicity hypotheses, and we provide conditions on the initial data and on the stochastic term, namely, on the associated spectral measure, so that these kind of solutions exist in suitably chosen functional classes. We also give a regularity result for the expected value of these solutions.
2021
INDAM Workshop "Anomalies in Partial Differential Equations"
Istituto Nazionale di Alta Matematica, Dipartimento di Matematica "Guido Castelnuovo", Università di Roma "La Sapienza"
September 2019
Anomalies in Partial Differential Equations
Springer
43
35
62
978-3-030-61345-7
978-3-030-61346-4
Ascanelli, Alessia; Coriasco, Sandro; Süß, André
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1775430
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