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Stochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White Noises

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Stochastic Analysis with Financial Applications

Part of the book series: Progress in Probability ((PRPR,volume 65))

Abstract

For a nonlinear stochastic partial differential equation driven by linear multiplicative space-time white noises, we prove that there exists a bicontinuous version of the solution with respect to the initial value and thetime variable.

Mathematics Subject Classification (2000). 60H15.

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Author information

Authors and Affiliations

  1. School of Mathematics and Statistics, The University of New South Wales, Sydney, 2052, Australia

    Benjamin Goldys

  2. School of Mathematics and Statistics, Wuhan University, Wuhan, Hubei, 430072, P.R. China

    Xicheng Zhang

Authors
  1. Benjamin Goldys
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  2. Xicheng Zhang
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Corresponding author

Correspondence to Benjamin Goldys .

Editor information

Editors and Affiliations

  1. Japan Science and Technology Agency, Department of Mathematical Sciences, Ritsumeikan University, 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan

    Arturo Kohatsu-Higa

  2. Division of Mathematical Sciences, Nanyang Technological University, SPMS-MAS-05-43, 21 Nanyang Link, Singapore, 637371, Singapore

    Nicolas Privault

  3. Department of Mathematics, National Central University, No.300, Zhongda Rd., Zhongli City, 320, Taiwan R.O.C.

    Shuenn-Jyi Sheu

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Goldys, B., Zhang, X. (2011). Stochastic Flows for Nonlinear SPDEs Driven by Linear Multiplicative Space-time White Noises. In: Kohatsu-Higa, A., Privault, N., Sheu, SJ. (eds) Stochastic Analysis with Financial Applications. Progress in Probability, vol 65. Springer, Basel. https://doi.org/10.1007/978-3-0348-0097-6_7

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