Degenerate SDEs in Hilbert spaces with rough drifts

DOI10.1142/S0219025715500265MaRDI QIDQ2790331zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang, Xicheng Zhang

Publication date 3 March 2016

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

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

zbMATH Keywords

degenerate stochastic differential equationsHilbert spacesmild solutionsregularization transformrough drifts

Mathematics Subject Classification ID

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

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.

Recommendations

• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• scientific article; zbMATH DE number 804022
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• On the solvability of degenerate stochastic partial differential equations in Sobolev spaces

Cites work

• A concise course on stochastic partial differential equations
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• scientific article; zbMATH DE number 3671437 (Why is no real title available?)
• On the uniqueness of solutions of stochastic differential equations
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• Stochastic Equations in Infinite Dimensions
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term

Cited in

(16)

• On solutions to stochastic differential equations with discontinuous drift in Hilbert space
• New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts
• Degenerate SDEs with singular drift and applications to Heisenberg groups
• Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory
• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
• Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• scientific article; zbMATH DE number 2138425 (Why is no real title available?)
• Harnack and shift Harnack inequalities for SDEs with integrable drifts
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
• Partial smoothing of the stochastic wave equation and regularization by noise phenomena
• Malliavin matrix of degenerate SDE and gradient estimate
• Schauder estimates for nonlocal kinetic equations and applications

This page was built for publication: Degenerate SDEs in Hilbert spaces with rough drifts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2790331)