Degenerate SDEs in Hilbert spaces with rough drifts

DOI10.1142/S0219025715500265zbMATH Open1334.60115arXiv1501.04150OpenAlexW2964297185MaRDI QIDQ2790331FDOQ2790331

Xicheng Zhang, Feng-Yu Wang

Publication date: 3 March 2016

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H"older continuous of order larger than $ff23$ in the other component. In the finite-dimensional case the Dini continuity is further weakened. The main results are applied to solve second order stochastic systems driven by space-time white noises.

Full work available at URL: https://arxiv.org/abs/1501.04150

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zbMATH Keywords

Hilbert spacesmild solutionsdegenerate stochastic differential equationsregularization transformrough drifts

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Stochastic Equations in Infinite Dimensions
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• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• Title not available (Why is that?)
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• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift

Cited In (15)

• Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
• Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Partial smoothing of the stochastic wave equation and regularization by noise phenomena
• Degenerate SDEs with singular drift and applications to Heisenberg groups
• Title not available (Why is that?)
• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Malliavin matrix of degenerate SDE and gradient estimate
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Schauder estimates for nonlocal kinetic equations and applications
• Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
• Hypercontractivity and applications for stochastic Hamiltonian systems

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