报告 主要观点 |
In this talk, we consider a stochastic partial differential equation (SPDE)driven by Gaussian colored noise with Dirichlet, Neumann or mixed nonhomogeneous random boundary conditions when the drift and diffusion coefficients are non-Lipschitz. We proved the existence of a unique strong solution to this SPDE and obtained a comparison theorem between such SPDEs.We also study the H\"older continuity of the solution in both time and space variables, and find the dependence of the H\"older exponent on that of the Dirichlet boundary. This talk is based on a joint work with Jie Xiong. |