A non-nonstandard proof of Reimers' existence result for heat SPDEs (Q1264406)
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scientific article; zbMATH DE number 1204249
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-nonstandard proof of Reimers' existence result for heat SPDEs |
scientific article; zbMATH DE number 1204249 |
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A non-nonstandard proof of Reimers' existence result for heat SPDEs (English)
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9 November 2000
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Summary: \textit{M. Reimers} [Probab. Theory Relat. Fields 81, No. 3, 319-340 (1989; Zbl 0651.60069)] 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.
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