Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients

被引：12

作者：

Wang, Feng-Yu ^{[2
,3
]}

Zhang, Tu-Sheng ^{[1
,4
]}

机构：

[1] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

[2] Beijing Normal Univ, Sch Math Sci & Lab Math Com Sys, Beijing 100875, Peoples R China

[3] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales

[4] Univ Oslo, CMA, N-0316 Oslo, Norway

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2010年 / 365卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Gradient estimate; Stochastic evolution equation; Mild solution; Finite-dimensional approximation;

D O I：

10.1016/j.jmaa.2009.09.008

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

By using finite-dimensional approximations and a recent result on gradient estimates for singular diffusions on R-d, gradient estimates are derived for the semigroups of solutions to a class of stochastic evolution equations on Hilbert spaces with non-Lipschitz coefficients. (c) 2009 Elsevier Inc. All rights reserved.

引用

页码：1 / 11

页数：11

共 50 条

[41] PROPERTIES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH INHOMOGENEOUS COEFFICIENTS AND NON-LIPSCHITZ DISSUSION
Mishura, Y. S.
Posashkova, S. V.
Shevchenko, G. M.
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2008, 79 : 105 - 113
[42] EULER SCHEME AND MEASURABLE FLOWS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
王志明
Acta Mathematica Scientia, 2018, (01) : 157 - 168
[43] INVARIANT MEASURE FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
Stanzhytsky, Andriy
Misiats, Oleksandr
Stanzhytskyi, Oleksandr
EVOLUTION EQUATIONS AND CONTROL THEORY, 2022, 11 (06): : 1929 - 1953
[44] Stochastic approximate solutions of stochastic differential equations with random jump magnitudes and non-Lipschitz coefficients
Mao, Wei
Hu, Liang-Jian
Journal of Donghua University (English Edition), 2015, 32 (04) : 642 - 647
[45] Stochastic Approximate Solutions of Stochastic Differential Equations with Random Jump Magnitudes and Non-Lipschitz Coefficients
毛伟
胡良剑
Journal of Donghua University(English Edition), 2015, 32 (04) : 642 - 647
[46] Stochastic invariance of closed sets with non-Lipschitz coefficients
Jaber, Eduardo Abi
Bouchard, Bruno
Illand, Camille
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 129 (05) : 1726 - 1748
[47] Mild solution of neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
Diop M.A.
Ezzinbi K.
Lo M.
Afrika Matematika, 2013, 24 (4) : 671 - 682
[48] Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Gou, Zhun
Wang, Ming-hui
Huang, Nan-jing
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2020, 92 (04) : 533 - 551
[49] Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients
费为银
Journal of Donghua University(English Edition), 2011, 28 (05) : 516 - 518
[50] On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
Wu, Jing
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2013, 29 (04) : 675 - 690

← 1 2 3 4 5 →