A Unique Solution of Stochastic Partial Differential Equations with Non-Local Initial condition
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2019, Vol 16, Issue 0
Abstract
In this paper, we shall discuss the uniqueness ”pathwise uniqueness” of the solutions of stochastic partial differential equations (SPDEs) with non-local initial condition,We shall use the Yamada-Watanabe condition for ”pathwise uniqueness” of the solutions of the stochastic differential equation; this condition is weaker than the usual Lipschitz condition. The proof is based on Bihari’sinequality.
Authors and Affiliations
Mahmoud Mohammed Mostafa El-Borai, A. Tarek S. A.
Keywords
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- EP ID EP651841
- DOI 10.24297/jam.v16i0.8018
- Views 164
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