Approximating the coefficients in semilinear stochastic partial differential equations

DOI10.1007/S00028-011-0102-6zbMATH Open1231.35324arXiv1003.1876OpenAlexW2152085920MaRDI QIDQ657044FDOQ657044

Authors: Markus Kunze, Jan van Neerven 

Publication date: 13 January 2012

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

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.

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

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Operator-valued Fourier multiplier theorems and maximal \(L_p\)-regularity
• The functional calculus for sectorial operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Stochastic integration in UMD Banach spaces
• \(\gamma\)-radonifying operators -- a survey
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Domain perturbation for linear and semi-linear boundary value problems
• Stochastic evolution equations in UMD Banach spaces
• The H∞-Functional Calculus and Square Function Estimates
• Title not available (Why is that?)
• On stochastic convolution in banach spaces and applications
• Title not available (Why is that?)
• Sums of independent Banach space valued random variables
• Title not available (Why is that?)
• Handbook of the geometry of Banach spaces. Volume 1
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Stochastic integration of functions with values in a Banach space
• Stochastic differential equations on Banach manifolds
• Approximating the coefficients in semilinear stochastic partial differential equations
• On Banach spaces containing $c_{0}$. A supplement to the paper by J.Hoffman-Jørgensen "Sums of independent Banach space valued random variables"
• Weak convergence of infinite-dimensional diffusions¹
• Approximation of degenerate semigroups

Cited In (17)

• Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps
• Irregular convergence of mild solutions of semilinear equations
• Approximating the coefficients in semilinear stochastic partial differential equations
• Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations
• Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
• A perturbation result for semi-linear stochastic differential equations in UMD Banach spaces
• A solution theory for a general class of SPDEs
• Stability of numerical method for semi-linear stochastic pantograph differential equations
• Weak Convergence of Probability Measures of Trotter–Kato Approximate Solutions of Stochastic Evolution Equations
• Singular limits for stochastic equations
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
• An approximation of semigroups method for stochastic parabolic equations
• Forward integration, convergence and non-adapted pointwise multipliers
• The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
• Trotter-Kato approximations of stochastic neutral partial functional differential equations
• On the convergence of solutions for SPDEs under perturbation of the domain
• Title not available (Why is that?)

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)