On Some Stochastic Perturbations of Semilinear Evolution Equations
Canadian mathematical bulletin, Tome 53 (2010) no. 3, pp. 526-533
Voir la notice de l'article provenant de la source Cambridge University Press
We consider semilinear evolution equations with some locally Lipschitz nonlinearities, perturbed by Banach space valued, continuous, and adapted stochastic process. We show that under some assumptions there exists a solution to the equation. Using the result we show that there exists a mild, continuous, global solution to a semilinear Itô equation with locally Lipschitz nonlinearites. An example of the equation is given.
Mots-clés :
60H20, evolution equation, mild solution, non-Lipschitz drift, Ito integral
Milian, Anna. On Some Stochastic Perturbations of Semilinear Evolution Equations. Canadian mathematical bulletin, Tome 53 (2010) no. 3, pp. 526-533. doi: 10.4153/CMB-2010-046-2
@article{10_4153_CMB_2010_046_2,
author = {Milian, Anna},
title = {On {Some} {Stochastic} {Perturbations} of {Semilinear} {Evolution} {Equations}},
journal = {Canadian mathematical bulletin},
pages = {526--533},
year = {2010},
volume = {53},
number = {3},
doi = {10.4153/CMB-2010-046-2},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-2010-046-2/}
}
TY - JOUR AU - Milian, Anna TI - On Some Stochastic Perturbations of Semilinear Evolution Equations JO - Canadian mathematical bulletin PY - 2010 SP - 526 EP - 533 VL - 53 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-2010-046-2/ DO - 10.4153/CMB-2010-046-2 ID - 10_4153_CMB_2010_046_2 ER -
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