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Functional SPDE with Multiplicative Noise and Dini Drift

Xing Huang, Feng-yu Wang Orcid Logo

Annales de la faculté des sciences de Toulouse Mathématiques, Volume: 26, Issue: 2, Pages: 519 - 537

Swansea University Author: Feng-yu Wang Orcid Logo

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DOI (Published version): 10.5802/afst.1544

Abstract

Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the log-Harnack inequality and L2-gradient estimate are derived. As the M...

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Published in: Annales de la faculté des sciences de Toulouse Mathématiques
ISSN: 0240-2963 2258-7519
Published: 2017
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URI: https://cronfa.swan.ac.uk/Record/cronfa33134
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first_indexed 2017-05-01T13:06:19Z
last_indexed 2018-02-09T05:21:47Z
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spelling 2017-06-13T12:59:08.8393772 v2 33134 2017-05-01 Functional SPDE with Multiplicative Noise and Dini Drift 6734caa6d9a388bd3bd8eb0a1131d0de 0000-0003-0950-1672 Feng-yu Wang Feng-yu Wang true false 2017-05-01 SMA Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the log-Harnack inequality and L2-gradient estimate are derived. As the Markov semigroup is associated to the functional solution of the equation, one needs to make analysis on the path space of the solution in the time interval of delay。 Journal Article Annales de la faculté des sciences de Toulouse Mathématiques 26 2 519 537 0240-2963 2258-7519 1 4 2017 2017-04-01 10.5802/afst.1544 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2017-06-13T12:59:08.8393772 2017-05-01T11:36:38.8766480 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Xing Huang 1 Feng-yu Wang 0000-0003-0950-1672 2 0033134-13062017110032.pdf AFST2017.pdf 2017-06-13T11:00:32.1530000 Output 598341 application/pdf Version of Record true 2017-02-01T00:00:00.0000000 true eng
title Functional SPDE with Multiplicative Noise and Dini Drift
spellingShingle Functional SPDE with Multiplicative Noise and Dini Drift
Feng-yu Wang
title_short Functional SPDE with Multiplicative Noise and Dini Drift
title_full Functional SPDE with Multiplicative Noise and Dini Drift
title_fullStr Functional SPDE with Multiplicative Noise and Dini Drift
title_full_unstemmed Functional SPDE with Multiplicative Noise and Dini Drift
title_sort Functional SPDE with Multiplicative Noise and Dini Drift
author_id_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de
author_id_fullname_str_mv 6734caa6d9a388bd3bd8eb0a1131d0de_***_Feng-yu Wang
author Feng-yu Wang
author2 Xing Huang
Feng-yu Wang
format Journal article
container_title Annales de la faculté des sciences de Toulouse Mathématiques
container_volume 26
container_issue 2
container_start_page 519
publishDate 2017
institution Swansea University
issn 0240-2963
2258-7519
doi_str_mv 10.5802/afst.1544
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
description Existence, uniqueness and non-explosion of the mild solution are proved for a class of semi-linear functional SPDEs with multiplicative noise and Dini continuous drifts. In the finite-dimensional and bounded time delay setting, the log-Harnack inequality and L2-gradient estimate are derived. As the Markov semigroup is associated to the functional solution of the equation, one needs to make analysis on the path space of the solution in the time interval of delay。
published_date 2017-04-01T03:40:46Z
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score 11.035634

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