Lp-Theory of semi-linear SPDEs on general measure spaces and applications

Xicheng Zhang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

20 Citations (Scopus)

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 languageEnglish
Pages (from-to)44-75
Number of pages32
JournalJournal of Functional Analysis
Volume239
Issue number1
DOIs
Publication statusPublished - 1 Oct 2006
Externally publishedYes

Keywords

  • Abstract Wiener space
  • Interpolation
  • Riemannian manifold
  • SPDEs
  • Semigroup method

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