Stochastic quasi-linear partial differential equations of evolution

B. P. W. Fernando; S. S. Sritharan

doi:10.1142/s0219025715500216

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Stochastic quasi-linear partial differential equations of evolution

B. P. W. Fernando S. S. Sritharan

Year: 2015 Journal: Infinite Dimensional Analysis Quantum Probability and Related Topics Vol: 18 (03)Pages: 1550021-1550021 Publisher: World Scientific

DOI: 10.1142/s0219025715500216

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Abstract

In this paper we consider a stochastic counterpart of Tosio Kato's quasi-linear partial differential equations and prove the existence and uniqueness of mild solutions.

Keywords:

Stochastic partial differential equation Applied mathematics Mathematics Partial differential equation Exponential integrator First-order partial differential equation Stochastic differential equation Mathematical analysis Differential equation Differential algebraic equation Ordinary differential equation

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Stability and Controllability of Differential Equations

Physical Sciences → Engineering → Control and Systems Engineering

Nonlinear Partial Differential Equations

Physical Sciences → Mathematics → Applied Mathematics

Stochastic quasi-linear partial differential equations of evolution

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