Abstract
We consider a parabolic stochastic partial differential equation (SPDE) on [0,1] that is forced with multiplicative space-time white noise with a bounded and Lipschitz diffusion coefficient and a drift coefficient that is locally Lipschitz and satisfies an L log L growth condition. We prove that the SPDE is well posed when the initial data is in L2[0,1]. This solves a strong form of an open problem.
| Original language | English |
|---|---|
| Place of Publication | Ithaca, NY |
| Number of pages | 29 |
| DOIs | |
| Publication status | Published - 30 Sept 2025 |
Funding
Research supported by the Leverhulme Trust Fellowship IF-2025-040, the US-NSF grants DMS1855439 and DMS-2245242, the Spanish MINECO grant PID2022-138268NB-100, and Ayudas Fundacion BBVA a Proyectos de Investigación Científica 2021.
Keywords
- SPDEs
- space-time white noise
- existence and uniqueness
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