Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

DOI10.1016/J.JFA.2009.11.006zbMATH Open1189.60124arXiv0812.0834OpenAlexW2962858197MaRDI QIDQ846964FDOQ846964

Authors: Xicheng Zhang 

Publication date: 16 February 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear stochastic partial differential equations (SPDE) driven by Brownian motions as well as by fractional Brownian motions, and obtain the existence of unique maximal strong solutions (in the sense of SDE and PDE) under local Lipschitz conditions. Lastly, high order SPDEs in a bounded domain of Euclidean space, second order SPDEs on complete Riemannian manifolds, as well as stochastic Navier-Stokes equations are investigated.

Full work available at URL: https://arxiv.org/abs/0812.0834

Recommendations

• scientific article; zbMATH DE number 1665391
• Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
• Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise
• Abstract Volterra equations with stochastic kernels
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations

zbMATH Keywords

large deviationstochastic Volterra equationstochastic Navier-Stokes equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Domains of fractional powers of the Stokes operator in \(L_ r\) spaces
• Title not available (Why is that?)
• Martingale solutions and Markov selections for stochastic partial differential equations
• A variational representation for certain functionals of Brownian motion
• A general analytical result for non-linear {SPDE}'s and applications
• Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
• Interpolation non linéaire et régularité
• \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
• A variational representation for positive functionals of infinite dimensional Brownian motion
• On stochastic evolution equations with non-Lipschitz coefficients
• Title not available (Why is that?)
• Title not available (Why is that?)
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Title not available (Why is that?)
• Title not available (Why is that?)
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
• Title not available (Why is that?)
• An introduction to the theory of large deviations
• Freidlin-Wentzell's large deviations for stochastic evolution equations
• Large deviations for infinite dimensional stochastic dynamical systems
• A variational representation for random functionals on abstract Wiener spaces
• Large deviations for stochastic evolution equations with small multiplicative noise
• Analyticity of the semigroup generated by the Stokes operator in \(L_r\) spaces
• A concise course on stochastic partial differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic Navier--Stokes Equations for Turbulent Flows
• Uniqueness for stochastic evolution equations in Banach spaces
• Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
• Title not available (Why is that?)
• On stochastic convolution in banach spaces and applications
• Stochastic evolution equations
• Volterra equations driven by semimartingales
• Stochastic Volterra equations with anticipating coefficients
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regularity properties of some stochastic Volterra integrals with singular kernel
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels
• Existence and uniqueness of solutions to stochastic Volterra equations with singular kernels and non-Lipschitz coefficients
• Large deviation for Navier-Stokes equations with small stochastic perturbation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regularities for semilinear stochastic partial differential equations
• Strong local and global solutions for stochastic Navier-Stokes equations
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Some results on stochastic convolutions arising in Volterra equations perturbed by noise
• Large deviation principle for semilinear stochastic Volterra equations
• A note on Krylov's \(L_p\)-theory for systems of SPDEs
• Variants of the Wiener-Levy Theorem, with Applications to Stability Problems for Some Volterra Integral Equations
• \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
• Large deviations for stochastic Volterra equations
• Title not available (Why is that?)
• Large deviation for stochastic volterra equation in the Besov-Orlicz space and application
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
• Large deviation principle for stochastic evolution equations
• Stochastic Volterra equations driven by cylindrical Wiener process
• A Generalization of the Wiener-Levy Theorem Applicable to Some Volterra Equations

Cited In (65)

• Approximation of Stochastic Volterra Equations with kernels of completely monotone type
• A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
• Title not available (Why is that?)
• One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients
• Singular backward stochastic Volterra integral equations in infinite dimensional spaces
• Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies
• Strong and weak convergence for the averaging principle of DDSDE with singular drift
• Volterra equations driven by rough signals. III: Probabilistic construction of the Volterra rough path for fractional Brownian motions
• Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
• Convex ordering for stochastic Volterra equations and their Euler schemes
• Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes
• Cauchy problem of stochastic kinetic equations
• Randomly varying structure stochastic differential equations in Banach spaces
• Regularity of stochastic Volterra equations by functional calculus methods
• Self-exciting multifractional processes
• Large deviations for infinite-dimensional stochastic systems with jumps
• Time fractional stochastic differential equations driven by pure jump Lévy noise
• Linear quadratic control problems of stochastic Volterra integral equations
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
• Hörmander's hypoelliptic theorem for nonlocal operators
• Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
• Numerical solution of nonlinear stochastic Itô-Volterra integral equations based on Haar wavelets
• Paracontrolled distribution approach to stochastic Volterra equations
• Wavelets Galerkin method for solving stochastic heat equation
• Large deviations for fractional volatility models with non-Gaussian volatility driver
• Split-step collocation methods for stochastic Volterra integral equations
• Large deviations for stochastic tamed 3D Navier-Stokes equations
• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
• A computational method for solving stochastic integral equations using Haar wavelets
• Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
• Small time asymptotics for SPDEs with locally monotone coefficients
• Stochastic Volterra equations of nonscalar type in Hilbert space
• Affine Volterra processes
• Inhomogeneous affine Volterra processes
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• An approximate solution for stochastic Burgers' equation driven by white noise
• An approximation method for stochastic heat equation driven by white noise
• Stochastic Volterra equations driven by fractional Brownian motion
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• Error distribution of the Euler approximation scheme for stochastic Volterra equations
• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations
• Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• Stochastic Volterra equations with Hölder diffusion coefficients
• Large deviation principle for SDEs with Dini continuous drifts
• A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
• Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts
• Large deviations for multivalued stochastic differential equations
• Volterra equations driven by rough signals 2: Higher-order expansions
• Variational representations for continuous time processes
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations
• Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
• Ramification of Volterra-type rough paths
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations
• A weak solution theory for stochastic Volterra equations of convolution type
• A moderate deviation principle for stochastic Volterra equation
• Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
• Rough Volterra equations. II: Convolutional generalized integrals
• SPDEs with Volterra noise
• Regularity of the mild solution of a parabolic equation with stochastic measure

This page was built for publication: Stochastic Volterra equations in Banach spaces and stochastic partial differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q846964)