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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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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DOI: https://doi.org/10.1007/BF01192556
Mathematics Subject Classification
- 60 H 15
- 35 R 60