arXiv:2001.08848 [math.PR]AbstractReferencesReviewsResources
Strong solutions of semilinear SPDEs with unbounded diffusion
Published 2020-01-23Version 1
We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded diffusion operators driven by cylindrical Brownian motion via the mild solution approach. In the case of finite dimensional driving noise, provided sufficient regularity on the coefficients, we establish existence and uniqueness of strong solutions.
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:2207.12343 [math.PR] (Published 2022-07-25)
Blow-up estimates for a system of semilinear SPDEs with fractional noise
arXiv:1907.01926 [math.PR] (Published 2019-07-03)
Lévy driven linear and semilinear stochastic partial differential equations
Strong solutions to stochastic Volterra equations