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| | Solutions of stochastic partial differential equations considered as Dirichlet processes, Denis Laurent (Site not responding. Last check: 2007-11-07) |
 | | We consider the parabolic stochastic partial differential equation $$u(t,x)=\Phi(x)+\int_0^t Lu(s,x)+f(s,x,u(s,x),Du(s,x))\,\d s$$ $$+\int_0^t g_i(s,x,u(s,x),Du(s,x))\,\d B^i_s,$$/ \noindent where f and g are supposed to be Lipschitzian and L is a self-adjoint operator associated with a Dirichlet form defined on a finite- or infinite-dimensional space. |
 | | We prove that it admits a unique solution which is a Dirichlet process and, thanks to Itô's formula for Dirichlet processes, we prove a comparison theorem. |
 | | [5] Bouleau, N. and Hirsch, F. (1991) Dirichlet Forms and Analysis on Wiener Space, de Gruyter Stud. |
| projecteuclid.org /Dienst/UI/1.0/Summarize/euclid.bj/1099579156 (467 words) |
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