首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Irreducibility and strong Feller property for non-linear SPDEs
Authors:Shao-Qin Zhang
Institution:School of Statistics and Mathematics, Central University of Finance and Economics, Beijing, People's Republic of China
Abstract:Under some non-degeneracy condition, the strong Feller property and irreducibility are studied for non-linear stochastic partial differential equations driven by multiplicative noise within the framework called ‘variational approach’. Our result for irreducibility can be applied to equations with locally monotone coefficients. In some special cases, we discuss the Hölder continuity of the associated Markov semigroups. The main results are applied to several examples such as stochastic Burgers equation, stochastic porous media equation and stochastic fast diffusion equation.
Keywords:Strong Feller property  irreducibility  stochastic partial differential equations  locally monotone coefficients
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号