Degenerate SDEs in Hilbert Spaces with Rough Drifts
classification
🧮 math.PR
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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