On Well-Posedness of Semilinear Stochastic Evolution Equations on L_p Spaces

DOI10.1137/16M108001XzbMATH Open1390.60245arXiv1512.04323OpenAlexW2963778737MaRDI QIDQ4634952FDOQ4634952

Carlo Marinelli

Publication date: 13 April 2018

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be quasi-monotone and polynomially growing, but not necessarily continuous. In particular, we consider a notion of mild solution ensuring that the evaluation operator applied to the solution is still function-valued, but satisfies only minimal integrability conditions. The proofs rely on stochastic calculus in Banach spaces, monotonicity and convexity techniques, and weak compactness in $L_1$ spaces.

Full work available at URL: https://arxiv.org/abs/1512.04323

zbMATH Keywords

convex analysisstochastic PDEsmonotone operators

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 (10)

• \(L_p\)-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Well-posedness of stochastic partial differential equations with Lyapunov condition
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: global well-posedness of weakly dissipative systems
• A variational approach to dissipative SPDEs with singular drift
• Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
• Random Semilinear Evolution Equations in Banach Spaces
• Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: local well-posedness and positivity
• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

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