Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise (Q1940238)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6142014
Language Label Description Also known as
default for all languages
No label defined
    English
    Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise
    scientific article; zbMATH DE number 6142014

      Statements

      Existence and convergence results for infinite dimensional nonlinear stochastic equations with multiplicative noise (English)
      0 references
      0 references
      0 references
      0 references
      0 references
      6 March 2013
      0 references
      A stochastic evolution equation in a reflexive Banach space with multiplicative Brownian noise is considered. Under suitable conditions, its well-posedness is established and the solution is shown to be stable with respect to gamma-convergence of the drift operators, suitable \(L^p\)-convergence of the progressively measurable external input, regular approximations of the Brownian motion and point-wise convergence of the operators appearing in the stochastic integral term. Examples include nonlinear stochastic diffusion equations, linear diffusion equations with nonlinear Neumann boundary conditions and nonlinear stochastic porous media equations.
      0 references
      stochastic evolution equations
      0 references
      multiplicative noise
      0 references
      approximation of stochastic processes
      0 references

      Identifiers