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2008 Stability and genericity for spde's driven by spatially correlated noise
Khaled Bahlali, M'hamed Eddahbi
J. Math. Kyoto Univ. 48(4): 699-724 (2008). DOI: 10.1215/kjm/1250271314

Abstract

We consider stochastic partial differential equations, on $\mathbb{R}^{d}$ $(d\geq 1)$, driven by a Gaussian noise white in time and colored in space. Assuming pathwise uniqueness holds, we establish various strong stability results. As consequence, we give an application to the convergence of the Picard successive approximation. Finally, we show that in the sense of Baire category, almost all stochastic partial differential equations with continuous and bounded coefficients have the properties of existence and pathwise uniqueness of solutions as well as the continuous dependence on the coefficients.

Citation

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Khaled Bahlali. M'hamed Eddahbi. "Stability and genericity for spde's driven by spatially correlated noise." J. Math. Kyoto Univ. 48 (4) 699 - 724, 2008. https://doi.org/10.1215/kjm/1250271314

Information

Published: 2008
First available in Project Euclid: 14 August 2009

zbMATH: 1166.60035
MathSciNet: MR2513582
Digital Object Identifier: 10.1215/kjm/1250271314

Subjects:
Primary: 60H15
Secondary: 35R60

Rights: Copyright © 2008 Kyoto University

Vol.48 • No. 4 • 2008
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