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

页码：1 / 11

页数：11

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