Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4609633 | Journal of Differential Equations | 2016 | 38 Pages |
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
Authors
Feng-Yu Wang,