No Cover Image

Journal article 1042 views 107 downloads

Integrability conditions for SDEs and semilinear SPDEs

Feng-yu Wang Orcid Logo

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

Swansea University Author: Feng-yu Wang Orcid Logo

Check full text

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....

Full description

Published in: The Annals of Probability
ISSN: 0091-1798
Published: 2017
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa32035
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2017-02-22T14:01:01Z
last_indexed 2018-02-09T05:19:32Z
id cronfa32035
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2017-09-25T10:50:40.3153307</datestamp><bib-version>v2</bib-version><id>32035</id><entry>2017-02-22</entry><title>Integrability conditions for SDEs and semilinear SPDEs</title><swanseaauthors><author><sid>6734caa6d9a388bd3bd8eb0a1131d0de</sid><ORCID>0000-0003-0950-1672</ORCID><firstname>Feng-yu</firstname><surname>Wang</surname><name>Feng-yu Wang</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2017-02-22</date><deptcode>SMA</deptcode><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. 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.</abstract><type>Journal Article</type><journal>The Annals of Probability</journal><volume>45</volume><journalNumber>5</journalNumber><paginationStart>3223</paginationStart><paginationEnd>3265</paginationEnd><publisher/><issnPrint>0091-1798</issnPrint><keywords>Non-explosion, invariant probability measure, local Harnack inequality, SDE, SPDE.</keywords><publishedDay>23</publishedDay><publishedMonth>9</publishedMonth><publishedYear>2017</publishedYear><publishedDate>2017-09-23</publishedDate><doi>10.1214/16-AOP1135</doi><url>https://projecteuclid.org/euclid.aop/1506132037#info</url><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2017-09-25T10:50:40.3153307</lastEdited><Created>2017-02-22T09:34:15.1099606</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Feng-yu</firstname><surname>Wang</surname><orcid>0000-0003-0950-1672</orcid><order>1</order></author></authors><documents><document><filename>0032035-22022017093546.pdf</filename><originalFilename>AOP1510-005R1A0-1.pdf</originalFilename><uploaded>2017-02-22T09:35:46.0770000</uploaded><type>Output</type><contentLength>458951</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2017-09-23T00:00:00.0000000</embargoDate><copyrightCorrect>true</copyrightCorrect><language>eng</language></document></documents><OutputDurs/></rfc1807>
spelling 2017-09-25T10:50:40.3153307 v2 32035 2017-02-22 Integrability conditions for SDEs and semilinear SPDEs 6734caa6d9a388bd3bd8eb0a1131d0de 0000-0003-0950-1672 Feng-yu Wang Feng-yu Wang true false 2017-02-22 SMA 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 Mathematics COLLEGE CODE SMA 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 0000-0003-0950-1672 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 2017-09-23T03:39:11Z
_version_ 1763751757323698176
score 11.01753

Similar Items