English

On well-posedness of semilinear stochastic evolution equations on $L_p$ spaces

Analysis of PDEs 2015-12-15 v1 Probability

Abstract

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on LpL_p spaces, driven by multiplicative Wiener noise, with a drift term given by an evaluation operator that is assumed to be quasi-monotone and polynomially growing, but not necessarily continuous. In particular, we consider a notion of mild solution ensuring that the evaluation operator applied to the solution is still function-valued, but satisfies only minimal integrability conditions. The proofs rely on stochastic calculus in Banach spaces, monotonicity and convexity techniques, and weak compactness in L1L_1 spaces.

Keywords

Cite

@article{arxiv.1512.04323,
  title  = {On well-posedness of semilinear stochastic evolution equations on $L_p$ spaces},
  author = {Carlo Marinelli},
  journal= {arXiv preprint arXiv:1512.04323},
  year   = {2015}
}

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38 pages