Non Autonomous Semilinear Stochastic Evolution Equations

Xi-Liang Fan

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 9, 1806-1818

Abstract: In this article, we first give a version with continuous paths for stochastic convolution ∫t0U(t, s)φ(s)dW(s) driven by a Wiener process W in a Hilbert space under weaker conditions. Based on the Picard approximation and the factorization method, we prove the existence, uniqueness and regularity of mild solutions for non-autonomous semilinear stochastic evolution equations with more general assumptions on the coefficients. As an application, we obtain the Feller property of the associated semigroup.

Date: 2015
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DOI: 10.1080/03610926.2013.841936

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