Approximating the coefficients in semilinear stochastic partial differential equations

DOI10.1007/S00028-011-0102-6MaRDI QIDQ657044zbMATHOpenAlexFDO

Authors Markus Kunze, Jan van Neerven

Publication date 13 January 2012

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.1876

zbMATH Keywords

multiplicative noiseBanach spacesstochastic integration

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Semilinear parabolic equations (35K58) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods in Banach space theory (46B09)

Abstract: We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and X_0 of mild solutions of semilinear stochastic evolution equations with multiplicative noise of the form dX(t) = [AX(t) + F(t,X(t))]dt + G(t,X(t))dW_H(t), X(0)=X_0, where W_H is a cylindrical Brownian motion on a Hilbert space H. We prove continuous dependence of the compensated solutions X(t)-e^{tA}X_0 in the norms L^p(Omega;C^lambda([0,T];E)) assuming that the approximating operators A_n are uniformly sectorial and converge to A in the strong resolvent sense, and that the approximating nonlinearities F_n and G_n are uniformly Lipschitz continuous in suitable norms and converge to F and G pointwise. Our results are applied to a class of semilinear parabolic SPDEs with finite-dimensional multiplicative noise.

Recommendations

• Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
• A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces
• Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations
• Continuous dependence on coefficients for stochastic evolution equations with multiplicative Lévy noise and monotone nonlinearity
• Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces

Cites work

• scientific article; zbMATH DE number 1601818 (Why is no real title available?)
• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• scientific article; zbMATH DE number 679781 (Why is no real title available?)
• scientific article; zbMATH DE number 1463310 (Why is no real title available?)
• scientific article; zbMATH DE number 1538134 (Why is no real title available?)
• scientific article; zbMATH DE number 2144723 (Why is no real title available?)
• scientific article; zbMATH DE number 1930444 (Why is no real title available?)
• Approximating the coefficients in semilinear stochastic partial differential equations
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Approximation of degenerate semigroups
• Domain perturbation for linear and semi-linear boundary value problems
• Handbook of the geometry of Banach spaces. Volume 1
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• On Banach spaces containing $c_{0}$. A supplement to the paper by J.Hoffman-Jørgensen "Sums of independent Banach space valued random variables"
• On stochastic convolution in banach spaces and applications
• Operator-valued Fourier multiplier theorems and maximal \(L_p\)-regularity
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
• Stochastic differential equations on Banach manifolds
• Stochastic evolution equations in UMD Banach spaces
• Stochastic integration in UMD Banach spaces
• Stochastic integration of functions with values in a Banach space
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Sums of independent Banach space valued random variables
• The H∞-Functional Calculus and Square Function Estimates
• The functional calculus for sectorial operators
• Weak convergence of infinite-dimensional diffusions¹
• \(\gamma\)-radonifying operators -- a survey

Cited in

(17)

• Stability of numerical method for semi-linear stochastic pantograph differential equations
• Approximating the coefficients in semilinear stochastic partial differential equations
• A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces
• Forward integration, convergence and non-adapted pointwise multipliers
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
• Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
• The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
• Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations
• Irregular convergence of mild solutions of semilinear equations
• Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
• A solution theory for a general class of SPDEs
• Trotter-Kato approximations of stochastic neutral partial functional differential equations
• On the convergence of solutions for SPDEs under perturbation of the domain
• Singular limits for stochastic equations
• An approximation of semigroups method for stochastic parabolic equations
• scientific article; zbMATH DE number 1868912 (Why is no real title available?)
• Weak convergence of probability measures of Trotter-Kato approximate solutions of stochastic evolution equations

This page was built for publication: Approximating the coefficients in semilinear stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q657044)