Stochastic equations with boundary noise
Roland Schnaubelt, Mark Veraar

TL;DR
This paper investigates the existence, uniqueness, and regularity of solutions to semilinear parabolic equations with boundary and interior noise, using an $L^p$ framework and reformulating boundary noise as a perturbation.
Contribution
It introduces a novel approach to handle boundary noise by reformulating it as a perturbation within stochastic evolution equations in extrapolation spaces.
Findings
Proved existence and uniqueness of mild and weak solutions.
Established pathwise regularity results.
Reformulated boundary noise as a perturbation in stochastic evolution equations.
Abstract
We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an setting. We obtain existence and uniqueness of mild and weak solutions. The boundary noise term is reformulated as a perturbation of a stochastic evolution equation with values in extrapolation spaces.
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Taxonomy
TopicsAdvanced Mathematical Modeling in Engineering · Stability and Controllability of Differential Equations · Stochastic processes and financial applications
