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On quasi-linear stochastic partial differential equations
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  • Published: December 1993

On quasi-linear stochastic partial differential equations

  • I. Gyöngy1 &
  • E. Pardoux2 

Probability Theory and Related Fields volume 94, pages 413–425 (1993)Cite this article

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  • 44 Citations

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Summary

We prove existence and uniqueness of the solution of a parabolic SPDE in one space dimension driven by space-time white noise, in the case of a measurable drift and a constant diffusion coefficient, as well as a comparison theorem.

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References

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Author information

Authors and Affiliations

  1. Department of Probability Theory and Statistics, Eötvös University, Múzeum krt. 6-8, H-1088, Budapest, Hungary

    I. Gyöngy

  2. Mathématiques, URA 225, Université de Provence, F-13331, Marseille Cedex 3, France

    E. Pardoux

Authors
  1. I. Gyöngy
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  2. E. Pardoux
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Additional information

and INRIA

Partially supported by DRET under contract 901636/A000/DRET/DS/SR

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Gyöngy, I., Pardoux, E. On quasi-linear stochastic partial differential equations. Probab. Th. Rel. Fields 94, 413–425 (1993). https://doi.org/10.1007/BF01192556

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  • Received: 31 October 1991

  • Revised: 16 April 1992

  • Issue Date: December 1993

  • DOI: https://doi.org/10.1007/BF01192556

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Mathematics Subject Classification

  • 60 H 15
  • 35 R 60
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