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

DOI10.1090/TPMS/1149MaRDI QIDQ5153155zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 29 September 2021

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

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

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)

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.

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Cites work

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Cited in

(6)

• Pathwise mild solutions for quasilinear stochastic partial differential equations
• 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

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