Dans cette Note nous présentons des résultats nouveaux concernant l'équivalence, l'existence et la régularité spatio–temporelle conjointe de diverses notions de solution relatives à une classe d'équations aux dérivées partielles stochastiques semilinéaires non autonomes définies dans un ouvert régulier borné convexe et dirigées par un bruit coloré en la variable spatiale défini à partir d'un processus de Wiener à valeurs dans L2(D).
In this Note we present new results regarding the equivalence, the existence and the joint space–time regularity properties of various notions of solution to a class of non-autonomous, semilinear, stochastic partial differential equations defined on a smooth, bounded, convex domain and driven by a spatially colored noise defined from an L2(D)-valued Wiener process.
Accepté le :
@article{CRMATH_2002__334_10_869_0, author = {Sanz-Sol\'e, Marta and Vuillermot}, title = {H\"older{\textendash}Sobolev regularity of solutions to a class of {SPDE's} driven by a spatially colored noise}, journal = {Comptes Rendus. Math\'ematique}, pages = {869--874}, publisher = {Elsevier}, volume = {334}, number = {10}, year = {2002}, doi = {10.1016/S1631-073X(02)02359-2}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/S1631-073X(02)02359-2/} }
TY - JOUR AU - Sanz-Solé, Marta AU - Vuillermot TI - Hölder–Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise JO - Comptes Rendus. Mathématique PY - 2002 SP - 869 EP - 874 VL - 334 IS - 10 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/S1631-073X(02)02359-2/ DO - 10.1016/S1631-073X(02)02359-2 LA - en ID - CRMATH_2002__334_10_869_0 ER -
%0 Journal Article %A Sanz-Solé, Marta %A Vuillermot %T Hölder–Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise %J Comptes Rendus. Mathématique %D 2002 %P 869-874 %V 334 %N 10 %I Elsevier %U http://archive.numdam.org/articles/10.1016/S1631-073X(02)02359-2/ %R 10.1016/S1631-073X(02)02359-2 %G en %F CRMATH_2002__334_10_869_0
Sanz-Solé, Marta; Vuillermot. Hölder–Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise. Comptes Rendus. Mathématique, Tome 334 (2002) no. 10, pp. 869-874. doi : 10.1016/S1631-073X(02)02359-2. http://archive.numdam.org/articles/10.1016/S1631-073X(02)02359-2/
[1] Stochastic differential equations in Hilbert spaces, Banach Center Publ., Volume 5 (1979), pp. 53-73
[2] Extending martingale measure stochastic integral with applications to spatially homogeneous S.P.D. E's, Electronic J. Probab., Volume 4 (1999), pp. 1-29
[3] Stochastic Equations in Infinite Dimensions, Encyclopedia of Mathematics and its Applications, 44, Cambridge University Press, Cambridge, 1992
[4] Solutions of evolution equations in Hilbert space, J. Differential Equations, Volume 68 (1987), pp. 299-319
[5] Investigation of the Green matrix for a homogeneous parabolic boundary value problem, Trans. Moscow Math. Soc., Volume 23 (1970), pp. 179-242
[6] Stochastic evolution equations, J. Soviet Math., Volume 16 (1981), pp. 1233-1277
[7] Stochastic evolution equations with respect to semimartingales in Hilbert space, Stochastics, Volume 27 (1989), pp. 1-21
[8] O. Lévêque, Hyperbolic stochastic partial differential equations driven by boundary noises, Thèse EPFL 2452, Lausanne, 2001
[9] E. Pardoux, Équations aux dérivées partielles stochastiques nonlinéaires monotones : Étude de solutions fortes de type Itô, Thèse de l'Université Paris–Orsay 1556, Paris, 1975
[10] Nonlinear stochastic wave and heat equations, Probab. Theory Related Fields, Volume 116 (2000), pp. 421-443
[11] M. Sanz-Solé, P.-A. Vuillermot, Equivalence and Hölder–Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations, 2002, in preparation
[12] An introduction to stochastic partial differential equations, École d'Été de Probabilités de Saint-Flour XIV, Lecture Notes in Math., 1180, Springer, New York, 1986, pp. 265-439
Cité par Sources :