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
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What the paper says

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.

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@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},
}

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