Stochastic partial differential equations and invariant manifolds in embedded hilbert spaces
Abstract: We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth coefficients. Furthermore, we establish a link between invariance of submanifolds for such SPDEs in Hermite Sobolev spaces and invariance of submanifolds for finite dimensional SDEs. This provides a new method for analyzing stochastic invariance of submanifolds for finite dimensional Itô diffusions, which we will use in order to derive new invariance results for finite dimensional SDEs
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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Potential analysis. - 62, 1 (2025) , 189-236, ISSN: 1572-929X
- Ereignis
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Veröffentlichung
- (wo)
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Freiburg
- (wer)
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Universität
- (wann)
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2024
- Urheber
- DOI
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10.1007/s11118-024-10134-8
- URN
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urn:nbn:de:bsz:25-freidok-2489151
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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15.08.2025, 07:27 MESZ
Datenpartner
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Beteiligte
- Bhaskaran, Rajeev
- Tappe, Stefan
- Universität
Entstanden
- 2024
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