English

Well-posedness and Optimal Regularity of Stochastic Evolution Equations with Multiplicative Noises

Analysis of PDEs 2019-02-25 v4 Probability

Abstract

In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the well-posedness of the problem, the linear operator of the equations is only need to be a generator of a \CC0\CC_0-semigroup and the proposed noises are quite general, which include space-time white noise and rougher noises. When the linear operator generates an analytic \CC0\CC_0-semigroup, we derive the optimal trajectory regularity of the solution through a generalized criterion of factorization method.

Keywords

Cite

@article{arxiv.1708.06141,
  title  = {Well-posedness and Optimal Regularity of Stochastic Evolution Equations with Multiplicative Noises},
  author = {Jialin Hong and Zhihui Liu},
  journal= {arXiv preprint arXiv:1708.06141},
  year   = {2019}
}
R2 v1 2026-06-22T21:19:20.447Z