On stochastic convolution in banach spaces and applications

作者: Zdzisław Brzeźniak

DOI: 10.1080/17442509708834122

关键词:

摘要: Stochastic evolution equations are studied in M-type 2 Banach spaces framework. Using factorization method and Burkholder inequality we prove regularity properties of stochastic convolution processes. We prove also existence of local and global solutions with close to optimal regularity. We show that solution with cylindrical Wiener process can be approximated by solutions with finite dimensional Wiener processes. Application to reaction diffusion equations are presented

参考文章(40)
Gilles Pisier, Probabilistic methods in the geometry of Banach spaces Lecture Notes in Mathematics. pp. 167- 241 ,(1986) , 10.1007/BFB0076302
Donald L. Burkholder, Martingales and Fourier analysis in Banach spaces Lecture Notes in Mathematics. pp. 61- 108 ,(1986) , 10.1007/BFB0076300
Ya. I. Belopol’skaya, Yu. L. Daletskiǐ, Stochastic Equations and Differential Geometry ,(1990)
Hui-Hsiung Kuo, Gaussian Measures in Banach Spaces ,(1975)
Giuseppe Da Prato, Jerzy Zabczyk, Stochastic Equations in Infinite Dimensions ,(1992)