Degenerate SDEs in Hilbert Spaces with Rough Drifts
Probability
2015-01-20 v1
Abstract
The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H\"older continuous of order larger than in the other component. In the finite-dimensional case the Dini continuity is further weakened. The main results are applied to solve second order stochastic systems driven by space-time white noises.
Keywords
Cite
@article{arxiv.1501.04150,
title = {Degenerate SDEs in Hilbert Spaces with Rough Drifts},
author = {Feng-Yu Wang and Xicheng Zhang},
journal= {arXiv preprint arXiv:1501.04150},
year = {2015}
}
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25 pages