A Unique Solution of Stochastic Partial Differential Equations with Non-Local Initial condition

Authors

  • Mahmoud Mohammed Mostafa El-Borai Alexandria University
  • A. Tarek S.A. Alexandria University

DOI:

https://doi.org/10.24297/jam.v16i0.8018

Keywords:

Stochastic partial differential equation, Pathwise uniqueness, Bihari’s inequality.

Abstract

In this paper, we shall discuss the uniqueness ”pathwise uniqueness” of the solutions of stochastic partial differential equations (SPDEs) with non-local initial condition,
222.JPG
We shall use the Yamada-Watanabe condition for ”pathwise uniqueness” of the solutions of the stochastic differential equation; this condition is weaker than the usual Lipschitz condition. The proof is based on Bihari’s
inequality.

Downloads

Download data is not yet available.

Author Biographies

Mahmoud Mohammed Mostafa El-Borai, Alexandria University

Department of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt

A. Tarek S.A., Alexandria University

Department of Mathematics, Faculty of Science, Alexandria University, Alexandria, Egypt 

Published

2019-01-31

How to Cite

El-Borai, M. M. M., & S.A., A. T. (2019). A Unique Solution of Stochastic Partial Differential Equations with Non-Local Initial condition. JOURNAL OF ADVANCES IN MATHEMATICS, 16, 8226-8233. https://doi.org/10.24297/jam.v16i0.8018

Issue

Section

Articles