The paper is devoted to one-dimensional nonlinear stochastic partial differential equations of parabolic type with non homogeneous Dirichlet boundary conditions of white-noise type. We formulate a set of conditions that a random field must satisfy to solve the equation. We show that a unique solution exists and that we can write it in terms of the stochastic kernel related to the problem. This formulation allows us to study the basic properties of the solution, as the continuity and the boundary-layer behavior, by means of Malliavin calculus. (C) 2002 tditions scientifiques et medicales Elsevier SAS.
机构:
Hong Kong Univ Sci & Technol, Kowloon, Dept Math, Clear Water Bay, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Kowloon, Dept Math, Clear Water Bay, Hong Kong, Peoples R China
Liu, Zhihui
Qiao, Zhonghua
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Hong Kong Polytech Univ, Dept Appl Math, Hung Hom, Kowloon, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Kowloon, Dept Math, Clear Water Bay, Hong Kong, Peoples R China