The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations

被引:16
|
作者
Taniguchi, Takeshi [1 ]
机构
[1] Kurume Univ, Grad Sch Comparat Culture, Div Math Sci, Fukuoka 8398502, Japan
关键词
Stochastic evolution equations; Energy solutions; Local non-Lipschitz condition; Coercivity condition; SUCCESSIVE-APPROXIMATIONS;
D O I
10.1016/j.jmaa.2009.06.007
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let H, V and K be separable Hilbert spaces. In this paper we consider the existence and uniqueness of energy solutions to the following stochastic evolution equation: {dX(t)=[A(t, X(t)) + f(t, X(t))] dt + g(t, X(t))dW(t), t is an element of [0, T], X(0) = X(0) is an element of H, where A(t,.): V -> V* is a linear bounded operator with coercivity, monotone condition and hemicontinuity, f : [0, infinity) x H -> H and g: [0, infinity) x H -> L(2)(0)(K, H) are measurable functions and satisfy the local non-Lipschitz condition proposed by the author [T. Taniguchi, Successive approximations to solutions of stochastic differential equations, J. Differential Equations 96 (1992) 152-169]. (C) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码:245 / 253
页数:9
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