Foundations of the theory of semilinear stochastic partial differential equations

DOI10.1155/2013/798549MaRDI QIDQ2444211zbMATH OpenOpenAlexWikidataFDO

Authors Stefan Tappe

Publication date 9 April 2014

Published in International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.02352

zbMATH Keywords

Banach fixed point theoremmild solutionsemigroup of linear operatorssemilinear stochastic partial differential equationsunbounded operatorsweak solution

Mathematics Subject Classification ID

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)

Abstract: The goal of this review article is to provide a survey about the foundations of semilinear stochastic partial differential equations. In particular, we provide a detailed study of the concepts of strong, weak and mild solutions, establish their connections, and review a standard existence- and uniqueness result. The proof of the existence result is based on a slightly extended version of the Banach fixed point theorem.

Recommendations

• scientific article; zbMATH DE number 4131373
• scientific article; zbMATH DE number 1066368
• Semilinear stochastic integral equations in \(L_{p}\)
• On a Class of Stochastic Semilinear PDEs
• On semilinear stochastic partial differential equations on the real line
• Regularities for semilinear stochastic partial differential equations
• Existence and uniqueness results for semilinear stochastic partial differential equations
• On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.

Cites work

• A concise course on stochastic partial differential equations
• An alternative approach on the existence of affine realizations for HJM term structure models.
• Consistency problems for Heath-Jarrow-Morton interest rate models
• Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces
• Existence of affine realizations for Lévy term structure models
• Existence of invariant manifolds for stochastic equations in infinite dimension
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
• Functional analysis
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 1022519 (Why is no real title available?)
• scientific article; zbMATH DE number 2138425 (Why is no real title available?)
• scientific article; zbMATH DE number 2138426 (Why is no real title available?)
• Infinite dimensional analysis. A hitchhiker's guide.
• Invariant manifolds with boundary for jump-diffusions
• Jump-diffusions in Hilbert spaces: existence, stability and numerics
• On the construction of finite dimensional realizations for nonlinear forward rate models
• On the existence of finite-dimensional realizations for nonlinear forward rate models.
• On the geometry of the term structure of interest rates
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Stochastic Equations in Infinite Dimensions
• Stochastic Partial Differential Equations with Levy Noise

Cited in

(4)

• Regularity properties for stochastic partial differential equations of parabolic type
• The substitution theorem for semilinear stochastic partial differential equations
• Existence and uniqueness of solutions of SPDEs in infinite dimensions
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Foundations of the theory of semilinear stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2444211)