Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
From MaRDI portal
Publication:847740
DOI10.1016/j.jmaa.2009.09.008zbMath1185.60065OpenAlexW2042608761MaRDI QIDQ847740
Publication date: 19 February 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.09.008
Related Items
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise ⋮ On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay ⋮ A sharp Liouville theorem for elliptic operators ⋮ Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps ⋮ Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay ⋮ Existence and stability for stochastic partial differential equations with infinite delay ⋮ An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process ⋮ Hypercontractivity and applications for stochastic Hamiltonian systems ⋮ Functional SPDE with multiplicative noise and Dini drift ⋮ Non Autonomous Semilinear Stochastic Evolution Equations
Cites Work
- Unnamed Item
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
- Strong Feller property and irreducibility for diffusions on Hilbert spaces
- On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
- Gradient estimates for diffusion semigroups with singular coefficients
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients
- Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
- On weak solutions of stochastic equations in Hilbert spaces
- Ergodicity for Infinite Dimensional Systems
- Stochastic Equations in Infinite Dimensions
