Journal of Jianghan University (Natural Science Edition) ›› 2020, Vol. 48 ›› Issue (3): 24-30.doi: 10.16389/j.cnki.cn42-1737/n.2020.03.004

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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

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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