
arXiv: 2105.04140
We study the existence of the stochastic flow associated to a linear stochastic evolution equation d X = A X d t + ∑ k B k X d W k , \begin{equation*} \operatorname {d} X= AX\operatorname {d} t +\sum _{k} B_k X\operatorname {d} W_k, \end{equation*} on a Hilbert space. Our first result covers the case where A A is the generator of a C 0 C_0 -semigroup, and ( B k ) (B_k) is a sequence of bounded linear operators such that ∑ k ‖ B k ‖ > + ∞ \sum _k\|B_k\|>+\infty . We also provide sufficient conditions for the existence of stochastic flows in the Schatten classes beyond the space of Hilbert–Schmidt operators. Some new results and examples concerning the so-called commutative case are presented as well.
unbounded operators, Probability (math.PR), Hilbert space, Gaussian processes, 60H15, 60G15, 60G60, stochastic flow, Stochastic partial differential equations (aspects of stochastic analysis), stochastic equations with multiplicative noise, mild solution, FOS: Mathematics, Random fields, Mathematics - Probability
unbounded operators, Probability (math.PR), Hilbert space, Gaussian processes, 60H15, 60G15, 60G60, stochastic flow, Stochastic partial differential equations (aspects of stochastic analysis), stochastic equations with multiplicative noise, mild solution, FOS: Mathematics, Random fields, Mathematics - Probability
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