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arXiv · 1512.06899

Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values

Adam Andersson·Arnulf Jentzen·Ryan Kurniawan
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Abstract

In this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the considered SEE. We use this framework to establish existence, uniqueness, and regularity results for mild solutions of parabolic semilinear SEEs with singularities at the initial time. We also provide several counterexample SEEs that illustrate the optimality of our results.

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Adam Andersson, Arnulf Jentzen, Ryan Kurniawan. 2015-12-21. Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values. https://doi.org/10.1016/j.jmaa.2020.124558

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