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arxiv: 1501.04150 · v1 · pith:ZVR2A33Lnew · submitted 2015-01-17 · 🧮 math.PR

Degenerate SDEs in Hilbert Spaces with Rough Drifts

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keywords componentcontinuousdegeneratedinihilbertorderspacesstochastic
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The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H\"older continuous of order larger than $\ff 2 3$ in the other component. In the finite-dimensional case the Dini continuity is further weakened. The main results are applied to solve second order stochastic systems driven by space-time white noises.

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