On stochastic convolution in banach spaces and applications (Q4368901)

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scientific article; zbMATH DE number 1098725
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    On stochastic convolution in banach spaces and applications
    scientific article; zbMATH DE number 1098725

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      On stochastic convolution in banach spaces and applications (English)
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      6 July 1998
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      stochastic evolution equation
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      stochastic partial differential equation
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      M-type 2 and UMD Banach spaces
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      factorization method
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      abstract Wiener space
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      Burkholder inequality
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      time-space regularity of solutions
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      Sobolev spaces
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      The paper contains the study of stochastic evolution equations in Banach spaces that are not Hilbertian [see also the author, Potential Anal. 4, No. 1, 1-45 (1995; Zbl 0831.35161)], with infinite-dimensional Wiener process which has not necessarily trace class covariance. Under various assumptions on coefficients, the author proves existence and uniqueness of solutions which belong to certain Sobolev spaces with respect to both time and space variables. In the case where the coefficients are only locally Lipschitz continuous, without any growth restrictions, the existence of the maximal solution is proved. The regularity properties are proved using the factorization method of \textit{G. da Prato, S. Kwapień} and \textit{J. Zabczyk} [Stochastics 23, 1-23 (1987; Zbl 0634.60053)] and the Burkholder inequality. It is also proved that the solution can be approximated by solutions with finite-dimensional Wiener processes. Applications to reaction-diffusion equations are presented.
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