Publikation:

Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces

Vorschaubild

Dateien

Zu diesem Dokument gibt es keine Dateien.

Datum

2011

Autor:innen

Herausgeber:innen

Kontakt

ISSN der Zeitschrift

Electronic ISSN

ISBN

Bibliografische Daten

Verlag

Schriftenreihe

Auflagebezeichnung

URI (zitierfähiger Link)
DOI (zitierfähiger Link)
https://doi.org/10.1080/17442508.2012.712973
ArXiv-ID
http://arxiv.org/abs/1101.2369v2

Internationale Patentnummer

Angaben zur Forschungsförderung

Projekt

Open Access-Veröffentlichung

Sammlungen

Mathematik und Statistik: Publikationen
Core Facility der Universität Konstanz

Gesperrt bis

Titel in einer weiteren Sprache

Publikationstyp
Zeitschriftenartikel
Publikationsstatus
Published

Erschienen in

Stochastics : An International Journal of Probability and Stochastic Processes. 2011, 85(6), pp. 960-986. ISSN 1744-2508. eISSN 1744-2516. Available under: doi: 10.1080/17442508.2012.712973

Zusammenfassung

We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdWH(t) on a separable Banach space E, assuming that F is bounded and measurable and that the associated linear equation, i.e. the equation with F = 0, is well-posed and its transition semigroup is strongly Feller and satisfies an appropriate gradient estimate. We also study existence and uniqueness of invariant measures for the associated transition semigroup.

Zusammenfassung in einer weiteren Sprache

Fachgebiet (DDC)
510 Mathematik

Schlagwörter

semilinear stochastic equation; uniqueness in law; transition semigroup; strong Feller property; invariant measure

Konferenz

Rezension
undefined / . - undefined, undefined

Forschungsvorhaben

Organisationseinheiten

Zeitschriftenheft

Zugehörige Datensätze in KOPS

Zitieren

ISO 690KUNZE, Markus, 2011. Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces. In: Stochastics : An International Journal of Probability and Stochastic Processes. 2011, 85(6), pp. 960-986. ISSN 1744-2508. eISSN 1744-2516. Available under: doi: 10.1080/17442508.2012.712973
BibTex
@article{Kunze2011-01-12T14:29:08ZPertu-41252,
  year={2011},
  doi={10.1080/17442508.2012.712973},
  title={Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces},
  number={6},
  volume={85},
  issn={1744-2508},
  journal={Stochastics : An International Journal of Probability and Stochastic Processes},
  pages={960--986},
  author={Kunze, Markus}
}
RDF
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/41252">
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dc:creator>Kunze, Markus</dc:creator>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-02-06T13:22:47Z</dcterms:available>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-02-06T13:22:47Z</dc:date>
    <dcterms:abstract xml:lang="eng">We prove a Miyadera-Voigt type perturbation theorem for strong Feller semigroups. Using this result, we prove well-posedness of the semilinear stochastic equation dX(t) = [AX(t) + F(X(t))]dt + GdW&lt;sub&gt;H&lt;/sub&gt;(t) on a separable Banach space E, assuming that F is bounded and measurable and that the associated linear equation, i.e. the equation with F = 0, is well-posed and its transition semigroup is strongly Feller and satisfies an appropriate gradient estimate. We also study existence and uniqueness of invariant measures for the associated transition semigroup.</dcterms:abstract>
    <dcterms:title>Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces</dcterms:title>
    <bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/41252"/>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dcterms:issued>2011-01-12T14:29:08Z</dcterms:issued>
    <dc:contributor>Kunze, Markus</dc:contributor>
    <dc:language>eng</dc:language>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
  </rdf:Description>
</rdf:RDF>

Interner Vermerk

xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter

Kontakt
URL der Originalveröffentl.

Prüfdatum der URL

Prüfungsdatum der Dissertation

Finanzierungsart

Kommentar zur Publikation

Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Nein
Begutachtet
Diese Publikation teilen