TY - JOUR
T1 - Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
AU - Röckner, Michael
AU - Zhu, Rongchan
AU - Zhu, Xiangchan
PY - 2014/5
Y1 - 2014/5
N2 - 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.
AB - 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.
KW - Blow up
KW - Fractional Burgers equation
KW - Local existence and uniqueness
KW - Navier-Stokes equation
KW - Quasi-geostrophic equation
KW - Stochastic fractional partial differential equation
KW - Surface growth models
UR - http://www.scopus.com/inward/record.url?scp=84894172770&partnerID=8YFLogxK
U2 - 10.1016/j.spa.2014.01.010
DO - 10.1016/j.spa.2014.01.010
M3 - Article
AN - SCOPUS:84894172770
SN - 0304-4149
VL - 124
SP - 1974
EP - 2002
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
IS - 5
ER -