Abstract
We prove the global existence and uniqueness of solutions both in the energy space and in the space of square integrable functions for a Korteweg-de Vries equation with noise. The noise is multiplicative, white in time, and is the multiplication by the solution of a homogeneous noise in the space variable.
| Original language | English |
|---|---|
| Title of host publication | Stochastic Differential Equations |
| Subtitle of host publication | Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii |
| Publisher | World Scientific Publishing Co. |
| Pages | 113-133 |
| Number of pages | 21 |
| ISBN (Electronic) | 9789812770639 |
| DOIs | |
| Publication status | Published - 1 Jan 2007 |
Fingerprint
Dive into the research topics of 'The korteweg-de vries equation with multiplicative homogeneous noise'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver