An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces
作者:
Gottlieb Leha,
Gunter Ritter,
Anton Wakolbinger,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1997)
卷期:
Volume 15,
issue 1
页码: 59-89
ISSN:0736-2994
年代: 1997
DOI:10.1080/07362999708809464
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We establish a general theorem of Lyapunov's type and derive from it results on the pathwise behavior of diffusion processes in Hilbert spaces. In this way we formulate conditions ensuring that mild solutions of stochastic differential equations are strong. In particular we obtain sufficient conditions for the existence of strong solutions to stochastic reaction-diffusion equations. In important linear cases these conditions are sharp.
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