• 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
  • Pages
    29
  • From page
    1974
  • To page
    2002
  • 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
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579310