Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4591490 | Journal of Functional Analysis | 2010 | 65 Pages |
Abstract
In this paper, we study the existence-uniqueness and large deviation estimate for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then we apply them to a large class of semilinear stochastic partial differential equations (SPDE), and obtain the existence of unique maximal strong solutions (in the sense of SDE and PDE) under local Lipschitz conditions. Moreover, stochastic Navier–Stokes equations are also investigated.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory