Stochastic evolution equations in UMD Banach spaces (Q941414): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 17:52, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic evolution equations in UMD Banach spaces |
scientific article |
Statements
Stochastic evolution equations in UMD Banach spaces (English)
0 references
1 September 2008
0 references
Let \(E\) be a UMD Banach space, \(H\) a Hilbert space, \(A\) the generator of a \(C_0\)-semigroup on \(E\), \(W_H\) a cylindrical Brownian motion on \(H\). Under Lipschitz and lineae growth conditions on \(F\) and \(B\), the existence, uniqueness and space-time regularity of solutions to the following semi-linear stochastic differential equation were addressed in the paper: \[ d U(t)= (AU(t)+F(t,U(t)))d t +B(t, U(t))d W_H(t). \]
0 references
stochastic evolution equation
0 references
Banach space
0 references
regularity
0 references