Shift Harnack inequality and integration by parts formula for semilinear stochastic partial differential equations

2016 ◽  
Vol 11 (2) ◽  
pp. 461-496 ◽  
Author(s):  
Shaoqin Zhang
2017 ◽  
Vol 8 (1) ◽  
pp. 946-978
Author(s):  
Vieri Benci ◽  
Luigi Carlo Berselli ◽  
Carlo Romano Grisanti

Abstract Ultrafunctions are a particular class of functions defined on a hyperreal field {\mathbb{R}^{\ast}\supset\mathbb{R}} . They have been introduced and studied in some previous works [2, 6, 7]. In this paper we introduce a particular space of ultrafunctions which has special properties, especially in term of localization of functions together with their derivatives. An appropriate notion of integral is then introduced which allows to extend in a consistent way the integration by parts formula, the Gauss theorem and the notion of perimeter. This new space we introduce, seems suitable for applications to Partial Differential Equations and Calculus of Variations. This fact will be illustrated by a simple, but meaningful example.


Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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