کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4591550 1335036 2010 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
چکیده انگلیسی

We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by Wiener and Poisson noise. Under additional assumptions, we prove Gâteaux and Fréchet differentiability of solutions with respect to the initial datum. As an application, we obtain gradient estimates for the resolvent associated to the mild solution. Finally, we prove the strong Feller property of the associated semigroup.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 258, Issue 2, 15 January 2010, Pages 616-649