Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions

DOI10.1016/J.NA.2015.05.019zbMATH Open1322.60122arXiv1407.6563OpenAlexW2963492772MaRDI QIDQ495239FDOQ495239

Michael Röckner, Xiang-Chan Zhu, Rong-Chan Zhu

Publication date: 9 September 2015

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g. $d$-dimensional stochastic fractional Navier-Stokes equations with delays, $d$-dimensional stochastic reaction-diffusion equations with delays, $d$-dimensional stochastic porous media equations with delays. Moreover, under local monotonicity conditions for the nonlinear term we obtain the existence and uniqueness of strong solutions to SPDE with delays.

Full work available at URL: https://arxiv.org/abs/1407.6563

zbMATH Keywords

martingale problemlocal monotonicitystochastic delay PDEstochastic functional-differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with fluid mechanics (35Q35) Stochastic functional-differential equations (34K50) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (14)

• Distribution-dependent stochastic differential delay equations in finite and infinite dimensions
• On a Hadamard-type fractional turbulent flow model with deviating arguments in a porous medium
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• Existence and uniqueness of solutions of stochastic functional differential equations
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• Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
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• Stochastic 3D Leray-\(\alpha\) model with fractional dissipation
• On a unique solution and stability analysis of a class of stochastic functional equations arising in learning theory
• Well-posedness and exponential mixing for stochastic magneto-hydrodynamic equations with fractional dissipations
• Existence-uniqueness and continuation theorems for stochastic functional differential equations

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