Solutions of stochastic partial differential equations as extremals of convex functionals

DOI10.1007/S10474-005-0237-4MaRDI QIDQ2368565zbMATH OpenOpenAlexFDO

Authors István Gyöngy, Teresa Martínez

Publication date 27 June 2006

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10474-005-0237-4

zbMATH Keywords

monotone operators

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Review text

The authors consider stochastic evolution equations with monotone operators in Banach spaces. It is well-known that this class of equations has a unique solution under monotonicity, coercivity, hemi-continuity and growth conditions. The method of monotonicity is interpreted as a method of finding extremals of convex functionals. Under the usual conditions the authors construct the solution to their equations via Euler-Galerkin approximations. That is, the equations are solved by minimizing convex functionals.

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• Optimal extension to Sobolev rough paths
• Discretizations of stochastic evolution equations in variational approach driven by jump-diffusion

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