A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs

DOI10.1016/S0022-1236(03)00236-2zbMath1055.60051MaRDI QIDQ1876250

Vlad Bally, Bruno Saussereau

Publication date: 16 August 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

weak solution; Malliavin calculus; stochastic partial differential equations; Wiener chaos; compactness criterion; backward doubly stochastic differental equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35R05: PDEs with low regular coefficients and/or low regular data

60H07: Stochastic calculus of variations and the Malliavin calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs, Backward doubly stochastic differential equations with polynomial growth coefficients, Anticipating random periodic solutions. I: SDEs with multiplicative linear noise., Stability in mean of partial variables for stochastic reaction diffusion systems, Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding, Pathwise random periodic solutions of stochastic differential equations, Relatively compact criteria for Hilbert valued random fields on abstract Wiener space, Relatively compact families of functionals on abstract Wiener space and applications, SPDEs with polynomial growth coefficients and the Malliavin calculus method, Theory and application of stability for stochastic reaction diffusion systems

Cites Work

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