English

On the differentiability of solutions to singularly perturbed SPDEs

Probability 2021-01-01 v1 Analysis of PDEs

Abstract

We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type A+εGA + \varepsilon G, with AA and GG maximal monotone operators and ε\varepsilon a "small" parameter, and study the differentiability of mild solutions with respect to ε\varepsilon. The operator GG can be a singular perturbation of AA, in the sense that its domain can be strictly contained in the domain of AA.

Keywords

Cite

@article{arxiv.2012.15338,
  title  = {On the differentiability of solutions to singularly perturbed SPDEs},
  author = {Carlo Marinelli},
  journal= {arXiv preprint arXiv:2012.15338},
  year   = {2021}
}

Comments

11 pages