Abstract
In this paper we prove a quasi-sure limit theorem of parabolic stochastic partial differential equations with smooth coefficients and some initial conditions, by the way, we obtain the quasi-sure continuity of the solution.
Similar content being viewed by others
References
Walsh, J. B.: An introduction to stochastic partial differential equations. Lecture Notes in Math., 1180, Springer-Verlag, Berlin, 266–437 (1986)
Bally, V., Gyöngy, I., Pardoux, E.: White noise driven parabolic SPDES with Measure drift. J. Funct. Anal., 120, 484–510 (1994)
Donati-Martin, C., Pardoux, E.: White noise driven SPDEs with reflection. Prob. Theory Relat. Fields., 95, 1–24 (1993)
Gyöngy, I.: Existence and uniqueness result for semilinear stochastic partial differential equations. Stoch. Proc. and their Appl., 73, 271–299 (1998)
Gyöngy, I., Pardoux, E.: On quasi-linear stochastic partial differential equations. Probab. Theory Relat. Fields., 94, 413– 425 (1993)
Gyöngy, I., Pardoux, E.: On the regularization effect of space white noise on quasi-linear parabolic partial differential equations. Probab. Theory Relat. Fields., 97, 211-229 (1993)
Pardoux, E., Zhang, T.: Absolute continuity of the law of the solution of Parabolic SPDE. J. Funct. Anal., 112, 447–458 (1993)
Bally, V., Pardoux, E.: Malliavin Calculus for white noise driven parabolic SPDEs. Potential Analysis., 9, 27–64 (1998)
Bally, V., Millet, A., Sanz-Sole, M.: Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations. Annals of Prob., 23, 178–222 (1995)
Ren, J.: Analyse quasi-sure des equations differentielles stochastic. Bull. Sci. Math., 114, 187–214 (1990)
Nualart, D.: The Malliavin Calculus and Related Fields, Springer-Verlag, Berlin, 1995
Author information
Authors and Affiliations
Corresponding author
Additional information
This work is supported by NSF(No. 10301011) of China and Project 973
Rights and permissions
About this article
Cite this article
Zhang, X.C. Quasi-sure Limit Theorem of Parabolic Stochastic Partial Differential Equations. Acta Math Sinica 20, 719–730 (2004). https://doi.org/10.1007/s10114-004-0353-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10114-004-0353-z