Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients

被引：12
|
作者：
Wang, Feng-Yu [2 ,3 ]
Zhang, Tu-Sheng [1 ,4 ]
机构：
[1] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
[2] Beijing Normal Univ, Sch Math Sci & Lab Math Com Sys, Beijing 100875, Peoples R China
[3] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales
[4] Univ Oslo, CMA, N-0316 Oslo, Norway
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2010年 / 365卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Gradient estimate; Stochastic evolution equation; Mild solution; Finite-dimensional approximation;
D O I：
10.1016/j.jmaa.2009.09.008
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
By using finite-dimensional approximations and a recent result on gradient estimates for singular diffusions on R-d, gradient estimates are derived for the semigroups of solutions to a class of stochastic evolution equations on Hilbert spaces with non-Lipschitz coefficients. (c) 2009 Elsevier Inc. All rights reserved.
引用
收藏
页码：1 / 11
页数：11
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