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.File in questo prodotto:
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