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 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 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