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Comparison for solutions of a SPDE driven by martingale

Nhansook Cho
대한수학회 (The Korean Mathematical Society)|2005.05|대한수학회보 (Bulletin of the KMS)|제42권 제2호|pp. 231-244

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주제분류수학

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Abstract

We derive a comparison theorem for solutions of thefollowing stochastic partial differential equations in a Hilbertspace H.Lu^i=a(u^i) dot M(t,x)+beta^i(u^i),,,text{for }i=1,2,where Lu^i=frac{partial u^i}{partial t} -Au^i, A is alinear closed operator on H and dot M(t,x) is a spatiallyhomogeneous Gaussian noise with covariance of a certain form. Weare going to show that if beta^1le beta^2 then u^1le u^2under some conditions

참고문헌 (11)

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