Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients

DOI10.1016/J.JMAA.2009.09.008MaRDI QIDQ847740zbMATHOpenAlexFDO

Authors Feng-Yu Wang, Tu-Sheng Zhang

Publication date 19 February 2010

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2009.09.008

zbMATH Keywords

stochastic evolution equationmild solutionfinite-dimensional approximationgradient estimate

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• A study of a class of stochastic differential equations with non-Lipschitzian coefficients
• Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
• Ergodicity for Infinite Dimensional Systems
• Gradient estimates for diffusion semigroups with singular coefficients
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
• On weak solutions of stochastic equations in Hilbert spaces
• Stochastic Equations in Infinite Dimensions
• Strong Feller property and irreducibility for diffusions on Hilbert spaces

Cited in

(18)

• scientific article; zbMATH DE number 6255452 (Why is no real title available?)
• Gradient estimates for SDEs without monotonicity type conditions
• On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Estimates for nonlinear stochastic partial differential equations with gradient noise via Dirichlet forms
• A sharp Liouville theorem for elliptic operators
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
• An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process
• Non-uniform gradient estimates for SDEs with local monotonicity conditions
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• On stochastic evolution equations with non-Lipschitz coefficients
• Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
• Exit problems for nonlinear stochastic evolution equations on Hilbert spaces
• Existence and stability for stochastic partial differential equations with infinite delay
• Functional SPDE with multiplicative noise and Dini drift
• Non autonomous semilinear stochastic evolution equations
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise

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