Strong solutions of semilinear SPDEs with unbounded diffusion (Q6163559): Difference between revisions

Consider the following semilinear SPDE on \(H:=L^2(\mathbb T^N)\): \[ \begin{aligned} d u_t= \big[(\Delta -1)u_t + (1-\Delta)^{\delta_0}F(u_t)\big]d t+ (1-\Delta)^{\delta_1}B(u_t)d W_t, \end{aligned} \] where \(W_t\) is the cylindrical Brownian motion on a separable Hilbert space \(U\), \(F:H\to H\) and \(B:H\to L_2(U;H)\) are Lipschitz continuous, and \(\delta_0,\delta_1\in [0,1)\) are constants. By establishing a new maximal inequality for stochastic convolutions, the mild strong and martinagle solutions are studied under different conditions on the noise coefficient.