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

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  • Hassan Allouba

Abstract

In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat 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.

Suggested Citation

  • Hassan Allouba, 1998. "A non-nonstandard proof of Reimers' existence result for heat SPDE s," International Journal of Stochastic Analysis, Hindawi, vol. 11, pages 1-13, January.
    • Handle: RePEc:hin:jnijsa:981241
    DOI: 10.1155/S1048953398000033
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