On the Well-Posedness of Stochastic Partial Differential Equations with Locally Lipschitz Coefficients

Mohammud Foondun et al.

Journal of Theoretical Probability2026https://doi.org/10.1007/s10959-025-01477-yarticle
ABDC A
Weight
0.50

Abstract

We consider the stochastic partial differential equation (SPDE) $$\begin{aligned} \partial _t u = \tfrac{1}{2} \partial ^2_x u + b(u) + \sigma (u) \dot{W}, \end{aligned}$$ ∂ t u = 1 2 ∂ x 2 u + b ( u ) + σ ( u ) W ˙ , where $$u=u(t,x)$$ u = u ( t , x ) is defined for $$(t,x)\in (0,\infty )\times \mathbb {R}$$ ( t , x ) ∈ ( 0 , ∞ ) × R and $$\dot{W}$$ W ˙ denotes space-time white noise. We prove that this SPDE is well posed solely under the assumptions that the initial condition u (0) is bounded and measurable, and b and $$\sigma $$ σ are locally Lipschitz continuous functions having at most linear growth with regularly behaved local Lipschitz constants. Our method is based on a truncation argument together with moment bounds and tail estimates of the truncated solution. The novelty of our method is in the pointwise nature of the truncation argument.

Open via your library →

Cite this paper

https://doi.org/https://doi.org/10.1007/s10959-025-01477-y

Or copy a formatted citation

@article{mohammud2026,
  title        = {{On the Well-Posedness of Stochastic Partial Differential Equations with Locally Lipschitz Coefficients}},
  author       = {Mohammud Foondun et al.},
  journal      = {Journal of Theoretical Probability},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s10959-025-01477-y},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

On the Well-Posedness of Stochastic Partial Differential Equations with Locally Lipschitz Coefficients

Flags are reviewed by the Arbiter methodology team within 5 business days.


Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.