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 , with and maximal monotone operators and a "small" parameter, and study the differentiability of mild solutions with respect to . The operator can be a singular perturbation of , in the sense that its domain can be strictly contained in the domain of .
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