Boundary control of a stochastic parabolic equation with nonsmooth pinal cost

2008 ◽  
pp. 694-703
Author(s):  
Franco Flandoli
Keyword(s):  
Parabolic Equation ◽  
Boundary Control ◽  
Stochastic Parabolic Equation

scholarly journals Rescaling nonlinear noise for 1D stochastic parabolic equations

2019 ◽  
Vol 20 (04) ◽  
pp. 2050027
Author(s):  
Beniamin Goldys ◽  
Misha Neklyudov
Keyword(s):  
Parabolic Equation ◽  
Parabolic Equations ◽  
Space Variable ◽  
Nonlinear Noise ◽  
Stochastic Parabolic Equation

We show regularization effect of nonlinear gradient noise to the solution of 1D stochastic parabolic equation. We demonstrate convergence to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.

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