ترغب بنشر مسار تعليمي؟ اضغط هنا

On generators of transition semigroups associated to semilinear stochastic partial differential equations

113   0   0.0 ( 0 )
 نشر من قبل Davide Augusto Bignamini
 تاريخ النشر 2020
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

Let $mathcal{X}$ be a real separable Hilbert space. Let $Q$ be a linear, self-adjoint, positive, trace class operator on $mathcal{X}$, let $F:mathcal{X}rightarrowmathcal{X}$ be a (smooth enough) function and let ${W(t)}_{tgeq 0}$ be a $mathcal{X}$-valued cylindrical Wiener process. For $alphain [0,1/2]$ we consider the operator $A:=-(1/2)Q^{2alpha-1}:Q^{1-2alpha}(mathcal{X})subseteqmathcal{X}rightarrowmathcal{X}$. We are interested in the mild solution $X(t,x)$ of the semilinear stochastic partial differential equation begin{gather} left{begin{array}{ll} dX(t,x)=big(AX(t,x)+F(X(t,x))big)dt+ Q^{alpha}dW(t), & t>0; X(0,x)=xin mathcal{X}, end{array} right. end{gather} and in its associated transition semigroup begin{align} P(t)varphi(x):=E[varphi(X(t,x))], qquad varphiin B_b(mathcal{X}), tgeq 0, xin mathcal{X}; end{align} where $B_b(mathcal{X})$ is the space of the real-valued, bounded and Borel measurable functions on $mathcal{X}$. In this paper we study the behavior of the semigroup $P(t)$ in the space $L^2(mathcal{X}, u)$, where $ u$ is the unique invariant probability measure of eqref{Tropical}, when $F$ is dissipative and has polynomial growth. Then we prove the logarithmic Sobolev and the Poincare inequalities and we study the maximal Sobolev regularity for the stationary equation [lambda u-N_2 u=f,qquad lambda>0, fin L^2(mathcal{X}, u);] where $N_2$ is the infinitesimal generator of $P(t)$ in $L^2(mathcal{X}, u)$.



قيم البحث

اقرأ أيضاً

In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as limit of some highly dimensional system of forward and backward SDEs, cor responding to a large number of ``particles (or ``agents). The objective of the present paper is to deepen the investigation of such Mean-Field BSDEs by studying them in a more general framework, with general driver, and to discuss comparison results for them. In a second step we are interested in partial differential equations (PDE) whose solutions can be stochastically interpreted in terms of Mean-Field BSDEs. For this we study a Mean-Field BSDE in a Markovian framework, associated with a Mean-Field forward equation. By combining classical BSDE methods, in particular that of ``backward semigroups introduced by Peng [14], with specific arguments for Mean-Field BSDEs we prove that this Mean-Field BSDE describes the viscosity solution of a nonlocal PDE. The uniqueness of this viscosity solution is obtained for the space of continuous functions with polynomial growth. With the help of an example it is shown that for the nonlocal PDEs associated to Mean-Field BSDEs one cannot expect to have uniqueness in a larger space of continuous functions.
465 - Ying Hu , Shanjian Tang 2014
The paper is concerned with adapted solution of a multi-dimensional BSDE with a diagonally quadratic generator, the quadratic part of whose $i$th component only depends on the $i$th row of the second unknown variable. Local and global solutions are g iven. In our proofs, it is natural and crucial to apply both John-Nirenberg and reverse Holder inequalities for BMO martingales.
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L{e}vy-type behaviour of the spatial solution, a fractional derivative in time to depict the intermittency of its temporal solution, and is driven by vector-valued fractional Brownian motion on the unit sphere to characterize its temporal long-range dependence. The solution to the SPDE is presented in the form of the Karhunen-Lo`{e}ve expansion in terms of vector spherical harmonics. Its covariance matrix function is established as a tensor field on the unit sphere that is an expansion of Legendre tensor kernels. The variance of the increments and approximations to the solutions are studied and convergence rates of the approximation errors are given. It is demonstrated how these convergence rates depend on the decay of the power spectrum and variances of the fractional Brownian motion.
161 - Ying Hu 2013
This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflecti on on the boundary along an oblique direction. In this paper, we show the existence of an adapted solution to this system of BSDEs with oblique reflection by the penalization method, the monotone convergence, and the a priori estimates.
Models of self-organized criticality, which can be described as singular diffusions with or without (multiplicative) Wiener forcing term (as e.g. the Bak/Tang/Wiesenfeld- and Zhang-models), are analyzed. Existence and uniqueness of nonnegative strong solutions are proved. Previously numerically predicted transition to the critical state in 1-D is confirmed by a rigorous proof that this indeed happens in finite time with high probability.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا