A new approach to stochastic evolution equations with adapted drift

DOI10.1016/j.jde.2014.02.014zbMath1314.60131arXiv1312.0889OpenAlexW2963118880MaRDI QIDQ2442907

Matthijs Pronk, Mark C. Veraar

Publication date: 2 April 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.0889

zbMATH Keywords

stochastic partial differential equationforward integralnon-autonomous equationsspace-time regularitypathwise mild solutionadapted drift

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (9)

Nonlinear parabolic stochastic evolution equations in critical spaces. II: Blow-up criteria and instantaneous regularization ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ On the Oseledets-splitting for infinite-dimensional random dynamical systems ⋮ Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ Invariant manifolds for nonautonomous stochastic evolution equation ⋮ Random attractors via pathwise mild solutions for stochastic parabolic evolution equations ⋮ Forward integration, convergence and non-adapted pointwise multipliers ⋮ Rough Center Manifolds ⋮ On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs

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