Displaying similar documents to “Stochastic perturbation of the Allen-Cahn equation.”

SPDEs with coloured noise: Analytic and stochastic approaches

Marco Ferrante, Marta Sanz-Solé (2006)

ESAIM: Probability and Statistics

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We study strictly parabolic stochastic partial differential equations on d , ≥ 1, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give sufficient conditions on the correlation of the noise ensuring Hölder continuity for the trajectories of the solution of the equation. For self-adjoint operators with deterministic coefficients, the mild and weak formulation of the equation are...