Strong solutions to semilinear SPDEs
Martina Hofmanova (IRMAR)

TL;DR
This paper establishes the existence of strong solutions for semilinear stochastic partial differential equations driven by finite-dimensional Wiener processes, under smoothness and boundedness conditions on the coefficients, using semigroup methods.
Contribution
It provides a rigorous proof of strong solution existence for semilinear SPDEs with smooth coefficients in a power scale framework, extending previous results.
Findings
Existence of continuous strong solutions under specified conditions
Application of semigroup techniques to SPDEs
Framework applicable to equations with strongly elliptic operators
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 arguments then yields the existence of a continuous strong solution.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Advanced Mathematical Modeling in Engineering
