Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises

doi:10.1016/j.jde.2018.10.005

	Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises
	Hong, Jialin1 ; Liu, Zhihui 2
	2019-04-05
发表期刊	JOURNAL OF DIFFERENTIAL EQUATIONS
ISSN	0022-0396
卷号	266 期号:8 页码:4712-4745
摘要	In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the well-posedness of the problem, the linear operator of the equations is only need to be a generator of a C-0-semigroup and the proposed noises are quite general, which include space-time white noise and rougher noises. When the linear operator generates an analytic C-0-semigroup, we derive the optimal trajectory regularity of the solution through a generalized criterion of factorization method. (C) 2018 Elsevier Inc. All rights reserved.
关键词	Stochastic evolution equation Multiplicative noise Trajectory regularity Factorization method Gronwall inequality with singular kernel
DOI	10.1016/j.jde.2018.10.005
语种	英语
资助项目	National Natural Science Foundation of China[91630312] ; National Natural Science Foundation of China[91530118] ; National Natural Science Foundation of China[11290142]
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000457739900008
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/32372
专题	计算数学与科学工程计算研究所
通讯作者	Liu, Zhihui
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China 2.Hong Kong Univ Sci & Technol, Dept Math, Clear Water Bay, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Hong, Jialin,Liu, Zhihui. Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises[J]. JOURNAL OF DIFFERENTIAL EQUATIONS,2019,266(8):4712-4745.
APA	Hong, Jialin,&Liu, Zhihui.(2019).Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises.JOURNAL OF DIFFERENTIAL EQUATIONS,266(8),4712-4745.
MLA	Hong, Jialin,et al."Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises".JOURNAL OF DIFFERENTIAL EQUATIONS 266.8(2019):4712-4745.