Degenerate SDEs in Hilbert spaces with rough drifts

Feng Yu Wang, Xicheng Zhang

科研成果: 期刊稿件文章同行评审

14 引用 (Scopus)

摘要

The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and Hölder continuous of order larger than 2/3 in the other component. In the finite-dimensional case the Dini continuity is further weakened. The main results are applied to solve second order stochastic systems driven by spacetime white noises.

源语言英语
文章编号1550026
期刊Infinite Dimensional Analysis, Quantum Probability and Related Topics
18
4
DOI
出版状态已出版 - 1 12月 2015
已对外发布

指纹

探究 'Degenerate SDEs in Hilbert spaces with rough drifts' 的科研主题。它们共同构成独一无二的指纹。

引用此