arXiv · 1804.03551
On the Well-posedness of a Class of Non-Autonomous SPDEs: An Operator-Theoretical Perspective
Abstract
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our approach allows the treatment of equations with mixed type, where classical solution strategies fail to work. The approach extends prior observations in [S\"u\ss, A. \& Waurick, M. A Solution Theory for a General Class of SPDEs. \emph{Stochastics and Partial Differential Equations: Analysis and Computations}, 2017, 5, 278-318], where the respective results were obtained for linear autonomous equations and (multiplicative) white noise.
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Rainer Picard, Sascha Trostorff, Marcus Waurick. 2018-04-10. On the Well-posedness of a Class of Non-Autonomous SPDEs: An Operator-Theoretical Perspective. https://arxiv.org/abs/1804.03551
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