Functional SPDE with multiplicative noise and Dini drift

DOI10.5802/AFST.1544MaRDI QIDQ2012086zbMATH OpenOpenAlexFDO

Authors Xing Huang, Feng-Yu Wang

Publication date 27 July 2017

Published in Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1505.06890

zbMATH Keywords

time delayDini continuitygradient estimatelog-Harnack inequalityfunctional stochastic PDE

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the log-Harnack inequality and $L^2$-gradient estimate are derived. As the Markov semigroup is associated to the functional (segment) solution of the equation, one needs to make analysis on the path space of the solution in the time interval of delay.

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Cited in

(7)

• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Path-distribution dependent SDEs with singular coefficients
• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Mild solutions and Harnack inequality for functional stochastic partial differential equations with Dini drift
• Exponential convergence for functional SDEs with Hölder continuous drift
• Harnack inequalities for functional SDEs driven by subordinate Brownian motions
• Stochastic functional Hamiltonian system with singular coefficients

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