Abstract
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.
Original language | English |
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Pages (from-to) | 44-75 |
Number of pages | 32 |
Journal | Journal of Functional Analysis |
Volume | 239 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Oct 2006 |
Externally published | Yes |
Keywords
- Abstract Wiener space
- Interpolation
- Riemannian manifold
- SPDEs
- Semigroup method