TY - JOUR
T1 - Lp-Theory of semi-linear SPDEs on general measure spaces and applications
AU - Zhang, Xicheng
PY - 2006/10/1
Y1 - 2006/10/1
N2 - In general settings, applying evolutional semigroup arguments, we prove the existence and uniqueness of Lp-solutions to semi-linear SPDEs of the typed u (t, x) = [L u (t, x) + f (t, x, u (t))] d t + under(∑, k) gk (t, x, u (t)) d wtk, u (0, x) = u0 (x), x ∈ E, where L is an unbounded linear negative operator on Lp (E, B, μ), {wtk ; t ≥ 0, k = 1, 2, ...} is a sequence of independent Brownian motions, and (E, B, μ) is a general measure space. We also discuss the regularities of solutions in Sobolev spaces. Moreover, a time discretized approximation for above equation is proved to convergence in Hölder spaces. As applications, we study several classes of solutions for different types SPDEs on abstract Wiener space and Riemannian manifold.
AB - In general settings, applying evolutional semigroup arguments, we prove the existence and uniqueness of Lp-solutions to semi-linear SPDEs of the typed u (t, x) = [L u (t, x) + f (t, x, u (t))] d t + under(∑, k) gk (t, x, u (t)) d wtk, u (0, x) = u0 (x), x ∈ E, where L is an unbounded linear negative operator on Lp (E, B, μ), {wtk ; t ≥ 0, k = 1, 2, ...} is a sequence of independent Brownian motions, and (E, B, μ) is a general measure space. We also discuss the regularities of solutions in Sobolev spaces. Moreover, a time discretized approximation for above equation is proved to convergence in Hölder spaces. As applications, we study several classes of solutions for different types SPDEs on abstract Wiener space and Riemannian manifold.
KW - Abstract Wiener space
KW - Interpolation
KW - Riemannian manifold
KW - SPDEs
KW - Semigroup method
UR - http://www.scopus.com/inward/record.url?scp=33746763679&partnerID=8YFLogxK
U2 - 10.1016/j.jfa.2006.01.014
DO - 10.1016/j.jfa.2006.01.014
M3 - Article
AN - SCOPUS:33746763679
SN - 0022-1236
VL - 239
SP - 44
EP - 75
JO - Journal of Functional Analysis
JF - Journal of Functional Analysis
IS - 1
ER -