On the differentiability of solutions to singularly perturbed SPDEs

Autor: Marinelli, Carlo
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type $A + \varepsilon G$, with $A$ and $G$ maximal monotone operators and $\varepsilon$ a "small" parameter, and study the differentiability of mild solutions with respect to $\varepsilon$. The operator $G$ can be a singular perturbation of $A$, in the sense that its domain can be strictly contained in the domain of $A$.
Comment: 11 pages
Databáze: arXiv