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Mild Solution of Semilinear SPDEs with Young Drifts

Probability 2023-09-14 v1

Abstract

In this paper, we study a semilinear SPDE with a linear Young drift dut=Lutdt+f(t,ut)dt+(Gtut+gt)dηt+h(t,ut)dWtdu_{t}=Lu_{t}dt+f\left(t, u_{t}\right)dt+\left(G_{t}u_{t}+g_{t}\right)d\eta_{t}+h\left(t, u_{t}\right)dW_{t}, where LL is the generator of an analytical semigroup, η\eta is an α\alpha-H\"older continuous path with α(1/2,1)\alpha \in \left(1/2, 1\right) and WW is a Brownian motion. After establishing through two different approaches the Young convolution integrals for stochastic integrands, we introduce the corresponding definition of mild solutions and continuous mild solutions, and give via a fixed-point argument the existence and uniqueness of the (continuous) mild solution under suitable conditions.

Keywords

Cite

@article{arxiv.2309.06791,
  title  = {Mild Solution of Semilinear SPDEs with Young Drifts},
  author = {Jiahao Liang and Shanjian Tang},
  journal= {arXiv preprint arXiv:2309.06791},
  year   = {2023}
}

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17 pages