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arxiv: 1404.2990 · v4 · pith:MJRLBXR6new · submitted 2014-04-11 · 🧮 math.PR

Gradient Estimates and Applications for SDEs in Hilbert Space with Multiplicative Noise and Dini Continuous Drift

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keywords associatedcontinuousdinidriftequationestimatesgradienthilbert
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Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution. Under a reasonable condition ensuring the non-explosion of the solution, the strong Feller property of the associated Markov semigroup is proved. Gradient estimates and log-Harnack inequalities are derived for the associated semigroup under certain global conditions, which are new even in finite-dimensions.

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