Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

Shohei Nakajima

doi:10.1007/s40072-021-00199-6

Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

Shohei Nakajima^*

^*Corresponding author for this work

School of International Liberal Studies

Research output: Contribution to journal › Article › peer-review

Abstract

We prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.

Original language	English
Pages (from-to)	255-277
Number of pages	23
Journal	Stochastics and Partial Differential Equations: Analysis and Computations
Volume	10
Issue number	1
DOIs	https://doi.org/10.1007/s40072-021-00199-6
Publication status	Published - 2022 Mar

Keywords

Fractional Laplacian
Non-Lipschitz coefficients
Polynomial decay

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation
Applied Mathematics

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10.1007/s40072-021-00199-6

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title = "Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients",

abstract = "We prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov{\textquoteright}s continuity theorem and tightness arguments.",

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KW - Non-Lipschitz coefficients

KW - Polynomial decay

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Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients

Abstract

Keywords

ASJC Scopus subject areas

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