On well-posedness of semilinear stochastic evolution equations on L_p spaces

DOI10.1137/16M108001XzbMATH Open1390.60245arXiv1512.04323OpenAlexW2963778737MaRDI QIDQ4634952FDOQ4634952

Authors: Carlo Marinelli 

Publication date: 13 April 2018

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on $L_p$ spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be quasi-monotone and polynomially growing, but not necessarily continuous. In particular, we consider a notion of mild solution ensuring that the evaluation operator applied to the solution is still function-valued, but satisfies only minimal integrability conditions. The proofs rely on stochastic calculus in Banach spaces, monotonicity and convexity techniques, and weak compactness in $L_1$ spaces.

Full work available at URL: https://arxiv.org/abs/1512.04323

Recommendations

• Stochastic evolution equations with monotone nonlinearity in \(L^p\) spaces
• Stochastic Evolution Equations with Multiplicative Poisson Noise and Monotone Nonlinearity: A New Approach
• Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise
• Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
• Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise

zbMATH Keywords

convex analysisstochastic PDEsmonotone operators

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) Nonlinear accretive operators, dissipative operators, etc. (47H06)

Cites Work

• Measure theory. Vol. I and II
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic Equations in Infinite Dimensions
• Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
• Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations
• Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
• Kolmogorov equations for stochastic PDEs.
• Stochastic evolution equations in UMD Banach spaces
• An estimate of Burkholder type for stochastic processes defined by the stochastic integral
• Existence of weak solutions for a class of semilinear stochastic wave equations
• Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
• A maximal inequality for stochastic convolutions in 2-smooth Banach spaces
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term
• Solutions faibles d'équations d'évolution dans les espaces de Hilbert. (Weak solution of evolution equations in Hilbert spaces)
• Convexity inequalities for positive operators
• ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS
• Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• A variational approach to dissipative SPDEs with singular drift
• STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS

Cited In (17)

• \(L_p\)-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Well-posedness of stochastic partial differential equations with Lyapunov condition
• Well-posedness for nonlinear SPDEs with strongly continuous perturbation
• An alternative proof of well-posedness of stochastic evolution equations in the variational setting
• Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: global well-posedness of weakly dissipative systems
• A variational approach to dissipative SPDEs with singular drift
• Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
• Well-posedness for a pseudomonotone evolution problem with multiplicative noise
• Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
• Random Semilinear Evolution Equations in Banach Spaces
• Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
• Reaction-diffusion equations with transport noise and critical superlinear diffusion: local well-posedness and positivity
• Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Well-posedness of monotone semilinear SPDEs with semimartingale noise
• Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

This page was built for publication: On well-posedness of semilinear stochastic evolution equations on \(L_p\) spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4634952)