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Integrability conditions for SDEs and semilinear SPDEs

Feng-yu Wang

The Annals of Probability, Volume: 45, Issue: 5, Pages: 3223 - 3265

Swansea University Author: Feng-yu Wang

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DOI (Published version): 10.1214/16-AOP1135

Abstract

By using the local dimension-free Harnack inequality established on incompleteRiemannian manifolds, integrability conditions on the coecients are presented forSDEs to imply the non-explosion of solutions as well as the existence, uniqueness andregularity estimates of invariant probability measures....

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Published in: The Annals of Probability
ISSN: 0091-1798
Published: 2017
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URI: https://cronfa.swan.ac.uk/Record/cronfa32035
first_indexed 2017-02-22T14:01:01Z
last_indexed 2018-02-09T05:19:32Z
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spelling 2017-09-25T10:50:40.3153307 v2 32035 2017-02-22 Integrability conditions for SDEs and semilinear SPDEs 6734caa6d9a388bd3bd8eb0a1131d0de Feng-yu Wang Feng-yu Wang true false 2017-02-22 By using the local dimension-free Harnack inequality established on incompleteRiemannian manifolds, integrability conditions on the coecients are presented forSDEs to imply the non-explosion of solutions as well as the existence, uniqueness andregularity estimates of invariant probability measures. These conditions include a classof drifts unbounded on compact domains such that the usual Lyapunov conditions cannot be veried. The main results are extended to second order dierential operatorson Hilbert spaces and semi-linear SPDEs. Journal Article The Annals of Probability 45 5 3223 3265 0091-1798 Non-explosion, invariant probability measure, local Harnack inequality, SDE, SPDE. 23 9 2017 2017-09-23 10.1214/16-AOP1135 https://projecteuclid.org/euclid.aop/1506132037#info COLLEGE NANME COLLEGE CODE Swansea University 2017-09-25T10:50:40.3153307 2017-02-22T09:34:15.1099606 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Feng-yu Wang 1 0032035-22022017093546.pdf AOP1510-005R1A0-1.pdf 2017-02-22T09:35:46.0770000 Output 458951 application/pdf Accepted Manuscript true 2017-09-23T00:00:00.0000000 true eng
title Integrability conditions for SDEs and semilinear SPDEs
spellingShingle Integrability conditions for SDEs and semilinear SPDEs
Feng-yu Wang
title_short Integrability conditions for SDEs and semilinear SPDEs
title_full Integrability conditions for SDEs and semilinear SPDEs
title_fullStr Integrability conditions for SDEs and semilinear SPDEs
title_full_unstemmed Integrability conditions for SDEs and semilinear SPDEs
title_sort Integrability conditions for SDEs and semilinear SPDEs
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Feng-yu Wang
format Journal article
container_title The Annals of Probability
container_volume 45
container_issue 5
container_start_page 3223
publishDate 2017
institution Swansea University
issn 0091-1798
doi_str_mv 10.1214/16-AOP1135
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url https://projecteuclid.org/euclid.aop/1506132037#info
document_store_str 1
active_str 0
description By using the local dimension-free Harnack inequality established on incompleteRiemannian manifolds, integrability conditions on the coecients are presented forSDEs to imply the non-explosion of solutions as well as the existence, uniqueness andregularity estimates of invariant probability measures. These conditions include a classof drifts unbounded on compact domains such that the usual Lyapunov conditions cannot be veried. The main results are extended to second order dierential operatorson Hilbert spaces and semi-linear SPDEs.
published_date 2017-09-23T04:00:26Z
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score 11.039009

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