Structural properties of semilinear SPDEs driven by cylindrical stable processes

نویسنده

  • Enrico Priola
چکیده

Abstract: We consider a class of semilinear stochastic evolution equations driven by an additive cylindrical stable noise. We investigate structural properties of the solutions like Markov, irreducibility, stochastic continuity, Feller and strong Feller properties, and study integrability of trajectories. The obtained results can be applied to semilinear stochastic heat equations with Dirichlet boundary conditions and bounded and Lipschitz nonlinearities.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Some Refinements of Existence Results for Spdes Driven by Wiener Processes and Poisson Random Measures

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear growth (or local boundedness, resp.) conditions. The socalled “method of the moving frame” allows us to reduce the SPDE problems to SDE problems.

متن کامل

[hal-00668272, v1] Strong solutions to semilinear SPDEs

Abstract. We study the Cauchy problem for a semilinear stochastic partial differential equation driven by a finite-dimensional Wiener process. In particular, under the hypothesis that all the coefficients are sufficiently smooth and have bounded derivatives, we consider the equation in the context of power scale generated by a strongly elliptic differential operator. Application of semigroup ar...

متن کامل

Stochastic Volterra Equations in Banach Spaces and Stochastic Partial Differential Equations*

In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear stochastic partial differential equations (SPDE) driven by Brownian motions as well as by fractional Brownian motions, and obtain the existence of unique max...

متن کامل

An Lp-theory for non-divergence form SPDEs driven by Lévy processes

In this paper we present an Lp-theory for a class of stochastic partial differential equations (SPDEs in abbreviation) driven by Lévy processes. Existence and uniqueness of solutions in Sobolev spaces are obtained. The number of derivatives of the solution can be any real number, and the coefficients of SPDEs under consideration are random functions depending on time and space variables.

متن کامل

High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise

We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined with a postprocessor, the new method is a modification with negligible overhead of the standard linearized implicit Euler-Maruyama method. We first provide an analysis of the integrator when applied for SDEs (finite dime...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008