Equações Não-Lineares Parabólicas-Hiperbólicas Estocásticas

Processos de Wiener de dimensão infinita. Martingais em espaços de Banach gerais. Definição de integral estocástica. Propriedades da integral Estocástica Processos de Wiener cilíndricos. Formula de Ito. Desigualdades de Burkholder e Burkholder-Davis-Gundy. Uma formula de It generalizada. EDPE’s parabólicas degeneradas. Definições. Princípio da comparação. Existência: Caso não-degenerado; Função de fluxo Lipschitz contínua. Existência para o caso não-degenerado: Função de fluxo com crescimento polinomial. Existência para o caso degenerado–dado inicial suave. Existência para o caso degenerado: dado inicial geral.

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