Article ID Journal Published Year Pages File Type
4609633 Journal of Differential Equations 2016 38 Pages PDF
Abstract

Consider the stochastic evolution equation in a separable Hilbert space HH with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution. Under a reasonable condition ensuring the non-explosion of the solution, the strong Feller property of the associated Markov semigroup is proved. Gradient estimates and log-Harnack inequalities are derived for the associated semigroup under certain global conditions, which are new even in finite-dimensions.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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