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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 \ff23\ff 2 3 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