A non-nonstandard proof of Reimers' existence result for heat SPDEs

A non-nonstandard proof of Reimers' existence result for heat SPDEs

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Article ID: iaor1999478
Country: United States
Volume: 11
Issue: 1
Start Page Number: 29
End Page Number: 41
Publication Date: Jan 1998
Journal: Journal of Applied Mathematics and Stochastic Analysis
Authors:
Keywords: differential equations
Abstract:

In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat stochastic partial differential equations (SPDEs), driven by space–time white noise, when the diffusion coefficient is continuous and satisfies a linear growth condition. Using the martingale problem approach, we give a non-nonstandard proof of this fact, and with the aid of Girsanov's theorem for continuous orthogonal martingale measures (proved in a separate paper by the author), the result is extended to the case of a measurable drift.

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