Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients

DOI10.1090/TPMS/1149zbMATH Open1473.60100arXiv2104.10711OpenAlexW3202332712WikidataQ115280676 ScholiaQ115280676MaRDI QIDQ5153155FDOQ5153155

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Publication date: 29 September 2021

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: We provide an existence and uniqueness result for mild solutions to semilinear stochastic partial differential equations in the framework of the semigroup approach with locally monotone coefficients. An important component of the proof is an application of the dilation theorem of Nagy, which allows us to reduce the problem to infinite dimensional stochastic differential equations on a larger Hilbert space. Properties of the solutions like the Markov property are discussed as well.

Full work available at URL: https://arxiv.org/abs/2104.10711

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zbMATH Keywords

stochastic partial differential equationmild solutionMarkov propertymonotonicity conditioncoercivity condition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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Cited In (6)

• Local mild solutions for rough stochastic partial differential equations
• An addendum to: ``Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
• Mild solutions of neutral semilinear stochastic functional dynamic systems with local non-Lipschitz coefficients
• Stochastic partial functional differential equations with locally monotone coefficients, locally Lipschitz non-linearity and delay
• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• Pathwise mild solutions for quasilinear stochastic partial differential equations

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