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In stochastic partial differential equations it is important to have pathwise regularity properties of stochastic convolutions. In this note we present a new sufficient condition for the pathwise continuity of stochastic convolutions in…

Probability · Mathematics 2015-03-17 Mark Veraar , Lutz Weis

This paper is devoted to studying stochastic parabolic evolution equations with additive noise in Banach spaces of M-type 2. We construct both strict and mild solutions possessing very strong regularities. First, we consider the linear…

Probability · Mathematics 2017-04-14 Ton Viet Ta

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators driven by a finite dimensional Brownian motion are considered. Under some regularity condition assumed for the solution, the rate of…

Probability · Mathematics 2009-01-20 Istvan Gyöngy , Annie Millet

We present remarkably simple proofs of Burkholder-Davis-Gundy inequalities for stochastic integrals and maximal inequalities for stochastic convolutions in Banach spaces driven by L\'{e}vy-type processes. Exponential estimates for…

Probability · Mathematics 2019-07-30 Jiahui Zhu , Zdzisław Brzeźniak , Wei Liu

This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…

Probability · Mathematics 2014-10-03 Ta Viet Ton , Atsushi Yagi

The aim of this paper is to emphasize various concepts of dichotomies for evolution equations in Banach spaces, due to the important role they play in the approach of stable, instable and central manifolds. The asymptotic properties of the…

Classical Analysis and ODEs · Mathematics 2010-02-08 Codruta Stoica

In this paper we analyze a broad class of abstract doubly nonlinear evolution equations in Banach spaces, driven by nonsmooth and nonconvex energies. We provide some general sufficient conditions, on the dissipation potential and the energy…

Analysis of PDEs · Mathematics 2014-09-16 Alexander Mielke , Riccarda Rossi , Giuseppe Savare'

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

Probability · Mathematics 2016-08-16 Istvan Gyöngy , Annie Millet

This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…

Probability · Mathematics 2014-05-28 Jan van Neerven , Mark Veraar , Lutz Weis

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

Probability · Mathematics 2008-02-20 Istvan Gyöngy , Annie Millet

We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…

Probability · Mathematics 2021-07-13 Jan van Neerven , Mark Veraar

The paper emphasizes the property of stability for skew-evolution semiflows on Banach spaces, defined by means of evolution semiflows and evolution cocycles and which generalize the concept introduced by us in a previous paper. There are…

Classical Analysis and ODEs · Mathematics 2008-12-18 Codruta Stoica

We study a stochastic linear evolution equation $dX+A(t)Xdt=F(t)dt+ G(t)dw_t$ in a Banach space of M-type 2. We construct unique strict solutions to the equation on the basis of the theory of deterministic linear evolution equations. The…

Probability · Mathematics 2017-08-24 Ton Viet Ta , Yoshitaka Yamamoto , Atsushi Yagi

The paper considers some concepts of nonuniform asymptotic stability for skew-evolution semiflows on Banach spaces. The obtained results clarify differences between the uniform and nonuniform cases. Some examples are included to illustrate…

Classical Analysis and ODEs · Mathematics 2010-02-08 Codruta Stoica , Mihail Megan

In this paper, we prove the well-posedness and op- timal trajectory regularity for the solution of stochastic evolution equations driven by general multiplicative noises in martingale type 2 Banach spaces. The main idea of our method is to…

Probability · Mathematics 2019-05-03 Jialin Hong , Chuying Huang , Zhihui Liu

For the Euler scheme of the stochastic linear evolution equations, discrete stochastic maximal $ L^p $-regularity estimate is established, and a sharp error estimate in the norm $ \|\cdot\|_{L^p((0,T)\times\Omega;L^q(\mathcal O))} $, $ p,q…

Numerical Analysis · Mathematics 2024-11-12 Binjie Li , Xiaoping Xie

Let (e^{tA})_{t \geq 0} be a C_0-contraction semigroup on a 2-smooth Banach space E, let (W_t)_{t \geq 0} be a cylindrical Brownian motion in a Hilbert space H, and let (g_t)_{t \geq 0} be a progressively measurable process with values in…

Probability · Mathematics 2011-10-26 Jan van Neerven , Jiahui Zhu

The paper emphasizes the properties of exponential dichotomy and exponential trichotomy for skew-evolution semiflows in Banach spaces, by means of evolution semiflows and evolution cocycles. The approach is from uniform point of view. Some…

Classical Analysis and ODEs · Mathematics 2008-12-18 Codruta Stoica

Let $(E, \| \cdot\|)$ be a Banach space such that, for some $q\geq 2$, the function $x\mapsto \|x\|^q$ is of $C^2$ class and its first and second Fr\'{e}chet derivatives are bounded by some constant multiples of $(q-1)$-th power of the norm…

Probability · Mathematics 2015-10-23 Jiahui Zhu , Zdzisław Brzeźniak , Erika Hausenblas

We obtain rates of convergence of numerical approximations of abstract linear parabolic evolution equations in Banach spaces. Our estimates extend known results from the literature of finite element approximations of parabolic equations to…

Numerical Analysis · Mathematics 2024-11-20 Øyvind Stormark Auestad
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