A new approach to stochastic evolution equations with adapted drift

DOI10.1016/J.JDE.2014.02.014MaRDI QIDQ2442907zbMATH OpenOpenAlexFDO

Authors Matthijs Pronk, Mark Veraar

Publication date 2 April 2014

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.0889

zbMATH Keywords

adapted driftforward integralnon-autonomous equationspathwise mild solutionspace-time regularitystochastic partial differential equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to equations with random drift leads to adaptedness problems for the stochastic convolution term. In this paper we give a new representation formula for the stochastic convolution which avoids integration of nonadapted processes. Here we mainly consider the parabolic setting. We establish connections with other solution concepts such as weak solutions. The usual parabolic regularity properties are derived and we show that the new approach can be applied in the study of semilinear problems with random drift. At the end of the paper the results are illustrated with two examples of stochastic heat equations with random drift.

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Cited in

(15)

• On the Oseledets-splitting for infinite-dimensional random dynamical systems
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• Multidimensional stability of planar traveling waves for stochastically perturbed reaction-diffusion systems
• Maximal inequalities for stochastic convolutions in 2-smooth Banach spaces and applications to stochastic evolution equations

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