Absolute continuity of the solution to stochastic generalized Burgers–Huxley equation

Ankit Kumar1, Manil T. Mohan1
1Department of Mathematics, Indian Institute of Technology Roorkee-IIT Roorkee, Roorkee, India

Tóm tắt

The present work deals with the global solvability as well as absolute continuity of the law of the solution to stochastic generalized Burgers–Huxley (SGBH) equation driven by multiplicative space-time white noise in a bounded interval of $${\mathbb {R}}$$ . We first prove the existence of a unique local mild solution to SGBH equation with the help of a truncation argument and contraction mapping principle. Then global solvability results are obtained by using uniform bounds of the local mild solution and stopping time arguments. Later, we establish a comparison theorem for the solution of SGBH equation having higher order nonlinearities and it plays a crucial role in this work. Then, we discuss the weak differentiability of the solution to SGBH equation in the Malliavin calculus sense. Finally, we obtain the absolute continuity of the law of the solution with respect to the Lebesgue measure on $${\mathbb {R}}$$ , and the existence of density with the aid of comparison theorem and weak differentiability of the solution.

Tài liệu tham khảo

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