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On the Uniqueness of Solution to Homogeneous SPDEs

Publikace na Matematicko-fyzikální fakulta |
2011

Tento text není v aktuálním jazyce dostupný. Zobrazuje se verze "en".Abstrakt

We study homogeneous stochastic partial differential equations driven by a fractional Brownian motion with Hurst index H greater than 1/2. We state that there is a one-to-one correspondece between solutions to homogeneous stochastic equation and its deterministic counterpart.

In particular, we show that if the deterministic equation has a unique solution, so does the stochastic one.