Foundations of the theory of semilinear stochastic partial differential equations
Banach fixed point theoremmild solutionsemigroup of linear operatorssemilinear stochastic partial differential equationsunbounded operatorsweak solution
Weak solutions to PDEs (35D30) Strong solutions to PDEs (35D35) PDEs with randomness, stochastic partial differential equations (35R60) One-parameter semigroups and linear evolution equations (47D06) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
The aim of this paper is to provide an interesting brief survey of semilinear stochastic PDEs. The author first reviews some elementary concepts from functional analysis and the theory of strongly continuous semigroups of linear operators. Then he recalls the required foundations of stochastic processes in infinite dimensions, especially the \(Q\)-Wiener process and stochastic integrals on separable Hilbert spaces. A large part of the paper is devoted to the study of solution concepts to SPDEs: strong, mild and weak, and the relations between these types of solutions. Using the Banach fixed point theorem, the author proves an existence and uniqueness result in the case that the coefficients are Lipschitz continuous and satisfy a linear growth condition. At last, the author deals with invariant manifolds for time-homogeneous equations.
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