江汉大学学报(自然科学版) ›› 2020, Vol. 48 ›› Issue (3): 24-30.doi: 10.16389/j.cnki.cn42-1737/n.2020.03.004

• 数学 • 上一篇    下一篇

随机泛函偏微分方程解的存在唯一性

余国胜   

  1. 江汉大学 数学与计算机科学学院,湖北 武汉 430056
  • 发布日期:2020-06-24
  • 作者简介:余国胜(1980— ),男,副教授,博士,研究方向:金融数学和随机动力系统。

Existence and Uniqueness for Solution of Stochastic Functional Partial Differential Equations

YU Guosheng   

  1. School of Mathematics and Computer Science,Jianghan University,Wuhan 430056,Hubei,China
  • Published:2020-06-24

摘要: 采用一种新的方法研究了可分Hilbert 空间上随机泛函偏微分方程解的存在唯一性。首先由Burkholder- Davis- Gundy 不等式和Gronwall 引理证明了解的唯一性。然后通过构造新的迭代过程,得到迭代过程收敛于一个过程u ( t )。最后证明u ( t ) 恰好是随机泛函偏微分方程的解。

关键词: 随机偏微分方程, 能量解, 存在唯一性

Abstract: In this paper, we made use of a new method to study the existence and uniqueness for solution of stochastic functional partial differential equations in separable Hilbert spaces. Firstly,by means of Burkholder- Davis- Gundy inequality and Gronwalllemma,the uniqueness of solution was obtained. Then,the iterative process converging to the process u ( t ) was obtained. Finally,we proved the convergent process u ( t ) was the solution of stochastic functional partial differential equations.

Key words: stochastic partial differential equations, energy solution, existence and uniqueness

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