Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process

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Abstract

Stochastic partial differential equations on ℝd are considered. The noise is supposed to be a spatially homogeneous Wiener process. Using the theory of stochastic integration in Banach spaces we show the existence of a Markovian solution in a certain weighted Lq-space. Then we obtain the existence of a space continuous solution by means of the Da Prato, Kwapień and Zabczyk factorization identity for stochastic convolutions.

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Brzeźniak, Z., & Peszat, S. (1999). Space-time continuous solutions to SPDE’s driven by a homogeneous Wiener process. Studia Mathematica, 137(3), 261–299. https://doi.org/10.4064/sm-137-3-261-299

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