随机偏微分方程解的存在唯一性（英文）  

Existence and uniqueness of solutions for stochastic partial differential equations

作　　者：李尚芝[1] 郭上江[1] 

机构地区：[1]湖南大学数学与计量经济学院

出　　处：《上海师范大学学报（自然科学版）》2016年第3期286-297,共12页Journal of Shanghai Normal University(Natural Sciences)

基　　金：supported by Natura Science Foundation of China(11271115);the Doctoral Fund of Ministry of Education of China(20120161110018);the Hu'nan Provincial Natural Science Foundation(14JJ1025)

摘　　要：运用连续逼近和Holder不等式技巧,对一类二维随机偏微分方程解的存在唯一性进行了研究.超布朗运动是一种经典的非利普希茨连续问题.通过将主要结论运用于超布朗运动,从而很好地验证了本研究的结果.In this paper the existence and uniqueness of solutions for two-dimensional stochastic partial differential equations are investigated by means of successive approximations and Holder inequality techniques. Moreover, our results are illustrated by an application to super Brownian Motion which is a non-Lipschitz problem.

关 键 词：布朗运动 连续逼近 HOLDER连续 随机积分方程 

分 类 号：O211.63[理学—概率论与数理统计]