Journal article 1062 views 137 downloads
Functional SPDE with Multiplicative Noise and Dini Drift
Xing Huang,
Feng-yu Wang 
Annales de la faculté des sciences de Toulouse Mathématiques, Volume: 26, Issue: 2, Pages: 519 - 537
Swansea University Author:
Feng-yu Wang
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DOI (Published version): 10.5802/afst.1544
Abstract
Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the log-Harnack inequality and L2-gradient estimate are derived. As the M...
| Published in: | Annales de la faculté des sciences de Toulouse Mathématiques |
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| ISSN: | 0240-2963 2258-7519 |
| Published: |
2017
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa33134 |
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| Abstract: |
Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the log-Harnack inequality and L2-gradient estimate are derived. As the Markov semigroup is associated to the functional solution of the equation, one needs to make analysis on the path space of the solution in the time interval of delay。 |
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| College: |
Faculty of Science and Engineering |
| Issue: |
2 |
| Start Page: |
519 |
| End Page: |
537 |