Journal article 1176 views 116 downloads
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....
Published in: | The Annals of Probability |
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ISSN: | 0091-1798 |
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2017
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URI: | https://cronfa.swan.ac.uk/Record/cronfa32035 |
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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 |
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6734caa6d9a388bd3bd8eb0a1131d0de |
author_id_fullname_str_mv |
6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang |
author |
Feng-yu Wang |
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Feng-yu Wang |
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Journal article |
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The Annals of Probability |
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45 |
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5 |
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3223 |
publishDate |
2017 |
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Swansea University |
issn |
0091-1798 |
doi_str_mv |
10.1214/16-AOP1135 |
college_str |
Faculty of Science and Engineering |
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facultyofscienceandengineering |
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Faculty of Science and Engineering |
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facultyofscienceandengineering |
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Faculty of Science and Engineering |
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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 |
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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 |
2017-09-23T07:05:20Z |
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1821388173170704384 |
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11.047501 |