Abstract
In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus T = [0; 2π]. The equation is considered in L p((0,T) × Ω, L q(T)) for p,q ∈ (1, ∞). It is well-known that if the noise is of gradient type, one needs a stochastic parabolicity condition on the coefficients for well-posedness with p = q = 2. In this paper we investigate whether the well-posedness depends on p and q. It turns out that this condition does depend on p, but not on q. Moreover, we show that if 1 < p < 2 the classical stochastic parabolicity condition can be weakened.
Author supplied keywords
Cite
CITATION STYLE
Brzézniak, Z., & Veraar, M. (2012). Is the stochastic parabolicity condition dependent on p and q? Electronic Journal of Probability, 17. https://doi.org/10.1214/EJP.v17-2186
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.