Functional SPDE with multiplicative noise and Dini drift

DOI10.5802/AFST.1544zbMATH Open1371.60106arXiv1505.06890OpenAlexW2963518237MaRDI QIDQ2012086FDOQ2012086

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)

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.

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

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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)

Cites Work

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Cited In (7)

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

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