Publication:2091532

DOI10.1007/978-3-030-96409-2_9zbMATH Open1498.60266arXiv1805.07562OpenAlexW2804051838MaRDI QIDQ2091532FDOQ2091532

Carlo Marinelli, Luca Scarpa

Publication date: 1 November 2022

Abstract: We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in variational form and of the superposition operator associated to a random time-dependent monotone function defined on the whole real line. Such a function is only assumed to satisfy a very mild symmetry-like condition, but its rate of growth towards infinity can be arbitrary. Moreover, the noise is of multiplicative type and can be path-dependent. The solution is obtained via a priori estimates on solutions to regularized equations, interpreted both as stochastic equations as well as deterministic equations with random coefficients, and ensuing compactness properties. A key role is played by an infinite-dimensional Doob-type inequality due to M'etivier and Pellaumail.

Full work available at URL: https://arxiv.org/abs/1805.07562

zbMATH Keywords

Doob-type inequalitysemimartingale noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) Nonlinear accretive operators, dissipative operators, etc. (47H06)

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Cited In (1)

• \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity

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