Title of article :
Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
Author/Authors :
Rِckner، نويسنده , , Michael X. Zhu، نويسنده , , Rongchan and Zhu، نويسنده , , Xiangchan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear multiplicative noise provides a regularizing effect: the solutions will not blow up with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large. As applications our main results are applied to various types of SPDE such as stochastic reaction–diffusion equations, stochastic fractional Burgers equation, stochastic fractional Navier–Stokes equation, stochastic quasi-geostrophic equations and stochastic surface growth PDE.
Keywords :
Stochastic fractional partial differential equation , blow up , Local existence and uniqueness , Navier–Stokes equation , Fractional Burgers equation , Quasi-geostrophic equation , Surface growth models
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications