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带随机初值的随机偏微分方程整体解的存在性 被引量：1

The Existence of a Global Solution to Stochastic Partial Differential Equation with Random Initial Conditions
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摘要 研究了一类带随机初值并且由分数次Brownian运动驱动的随机偏微分方程.借助于Kolmogorov准则,建立了整体Lipschitz条件下此类随机偏微分方程的一个解.同时证明了局部Lipschitz条件下整体解的存在性. This paper deals with a class of stochastic partial differential equations（SPDEs） driven by fractional Brownian motion with random initial conditions.Based on Kolmogorov＇s criterion,the authors construct a solution to the SPDEs with global Lipschitz conditions. Simultaneously,the existence of the global solution is proved under local Lipschitz conditions.
作者 陈涌 高洪俊 郭柏灵
机构地区 南京师范大学数学科学学院数学研究所 北京应用物理与计算数学研究所
出处 《数学年刊（A辑）》 CSCD 北大核心 2011年第5期545-564,共20页 Chinese Annals of Mathematics
基金 国家自然科学基金(No.10871097 No.11028102) 江苏省高校自然科学基金(No.11KJA110001) 江苏省高校"青蓝工程"资助的项目
关键词 随机偏微分方程 格林函数 Kolmogorov准则 随机初值 Stochastic partial differential equation Green＇s function Kolmogorov＇s criterion Random initial condition
分类号 O175.29 [理学—基础数学]
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同被引文献10

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数学年刊（A辑）
2011年 第5期

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