Continuous dependence on initial data for solutions of nonlinear stochastic evolution equations

被引:2
作者
Deck, T [1 ]
机构
[1] Univ Mannheim, Lehrstuhl Math 5, D-68131 Mannheim, Germany
关键词
white noise analysis; S-transform; nonlinear Cauchy problem;
D O I
10.1142/S0219025702000870
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider stochastic evolution equations in the framework of white noise analysis. Contraction operators on inductive limits of Banach spares arise naturally in this context and we first extend Banach's fixed point theorem to this type of spaces. In order to apply the fixed point theorem to evolution equations, we construct a topological isomorphism between spaces of generalized random fields and the corresponding spaces of U-functionals. As an application we show that the solutions of some nonlinear stochastic heat equations depend continuously on their initial data. This method also applies to stochastic Volterra equations, stochastic reaction-diffusion equations and to anticipating stochastic differential equations.
引用
收藏
页码:333 / 350
页数:18
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