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Optimal regularity of stochastic evolution equations in M-type 2 Banach space

文献类型：期刊论文

作者Hong, Jialin1,2; Huang, Chuying1,2; Liu, Zhihui3
刊名JOURNAL OF DIFFERENTIAL EQUATIONS
出版日期2019-07-15
卷号267期号:3页码:1955-1971
关键词Stochastic evolution equation Multiplicative noise Well-posedness Trajectory regularity Factorization method
ISSN号0022-0396
DOI10.1016/j.jde.2019.03.003
英文摘要In this paper, we prove the well-posedness and optimal 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 combine the approach in [9] dealing with Hilbert setting and a version of Burkholder inequality in M-type 2 Banach space. Applying our main results to the stochastic heat equation gives a positive answer to an open problem proposed in [10]. (C) 2019 Elsevier Inc. All rights reserved.
资助项目National Natural Science Foundation of China[91630312] ; National Natural Science Foundation of China[91530118] ; National Natural Science Foundation of China[91130003] ; National Natural Science Foundation of China[11021101] ; National Natural Science Foundation of China[11290142]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000466399400014
出版者ACADEMIC PRESS INC ELSEVIER SCIENCE
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/34617]  
专题计算数学与科学工程计算研究所
通讯作者Liu, Zhihui
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
2.Chinese Acad Sci, LSEC, ICMSEC, Acad Math & Syst Sci, Beijing 100190, Peoples R China
3.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Clear Water Bay, Hong Kong, Peoples R China
推荐引用方式
GB/T 7714		 Hong, Jialin,Huang, Chuying,Liu, Zhihui. Optimal regularity of stochastic evolution equations in M-type 2 Banach space[J]. JOURNAL OF DIFFERENTIAL EQUATIONS,2019,267(3):1955-1971.
APA Hong, Jialin,Huang, Chuying,&Liu, Zhihui.(2019).Optimal regularity of stochastic evolution equations in M-type 2 Banach space.JOURNAL OF DIFFERENTIAL EQUATIONS,267(3),1955-1971.
MLA Hong, Jialin,et al."Optimal regularity of stochastic evolution equations in M-type 2 Banach space".JOURNAL OF DIFFERENTIAL EQUATIONS 267.3(2019):1955-1971.

入库方式： OAI收割

来源：数学与系统科学研究院

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