Existence and uniqueness properties for solutions of a class of Banach space valued evolution equations
Arnulf Jentzen, Sara Mazzonetto, Diyora Salimova

TL;DR
This paper presents a comprehensive and self-contained proof of existence and uniqueness for a broad class of Banach space valued evolution equations, encompassing ODEs, PDEs, and certain SPDEs, under mild regularity conditions.
Contribution
It offers a general existence and uniqueness theorem for Banach space evolution equations with additive forcing, including nonlinear semigroups, with a self-contained proof.
Findings
Covers finite-dimensional ODEs and infinite-dimensional PDEs and SPDEs
Allows nonlinear semigroup operators under mild regularity
Provides a unified, self-contained proof of existence and uniqueness
Abstract
In this note we provide a self-contained proof of an existence and uniqueness result for a class of Banach space valued evolution equations with an additive forcing term. The framework of our abstract result includes, for example, finite dimensional ordinary differential equations (ODEs), semilinear deterministic partial differential equations (PDEs), as well as certain additive noise driven stochastic partial differential equations (SPDEs) as special cases. The framework of our general result assumes somehow mild regularity conditions on the involved semigroup and also allows the involved semigroup operators to be nonlinear. The techniques used in the proofs of our results are essentially well-known in the relevant literature. The contribution of this note is to provide a rather general existence and uniqueness result which covers several situations as special cases and also to provide…
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Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · Advanced Mathematical Modeling in Engineering
