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 -semigroup and the proposed noises are quite general, which include space-time white noise and rougher noises. When the linear operator generates an analytic -semigroup, we derive the optimal trajectory regularity of the solution through a generalized criterion of factorization method.
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}
}