Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
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Datum
2015-12Typ
- Report
ETH Bibliographie
yes
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Abstract
In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the considered SEE. We use this framework to establish existence, uniqueness, and regularity results for mild solutions of parabolic semilinear SEEs with singularities at the initial time. We also provide several counterexample SEEs that illustrate the optimality of our results. Mehr anzeigen
Publikationsstatus
publishedZeitschrift / Serie
Research ReportBand
Verlag
SAM, ETH ZürichOrganisationseinheit
03951 - Jentzen, Arnulf (ehemalig) / Jentzen, Arnulf (former)
ETH Bibliographie
yes
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