Article ID Journal Published Year Pages File Type
4592615 Journal of Functional Analysis 2006 32 Pages PDF
Abstract

In general settings, applying evolutional semigroup arguments, we prove the existence and uniqueness of LpLp-solutions to semi-linear SPDEs of the typedu(t,x)=[Lu(t,x)+f(t,x,u(t))]dt+∑kgk(t,x,u(t))dwtk,u(0,x)=u0(x),x∈E, where LL is an unbounded linear negative operator on Lp(E,B,μ)Lp(E,B,μ), {wtk;t⩾0,k=1,2,…} is a sequence of independent Brownian motions, and (E,B,μ)(E,B,μ) is a general measure space. We also discuss the regularities of solutions in Sobolev spaces. Moreover, a time discretized approximation for above equation is proved to convergence in Hölder spaces. As applications, we study several classes of solutions for different types SPDEs on abstract Wiener space and Riemannian manifold.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory
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