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,
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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.

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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 

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Published

2019-01-31

Issue

Vol. 16 (2019)

Section

Articles

License

Creative Commons License All articles published in Journal of Advances in Linguistics are licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

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