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19982026
most citedStrong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

84 citations · 987 across the 100 of their papers we have counts for

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Showing 2009 · math.PRShow all

5 papers · 2 filters

math.PR2009★ 2 cited

Harnack Inequalities and Applications for Ornstein-Uhlenbeck Semigroups with Jump

Shun-Xiang Ouyang, Michael Röckner, Feng-Yu Wang

The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, th…

math.PR2009★ 24 cited

Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case

Viorel Barbu, Michael Roeckner, Francesco Russo

We consider a possibly degenerate porous media type equation over all of with , with monotone discontinuous coefficients with linear growth and prove a probabilistic…

math.PR2009★ 3 cited

Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces

Vladimir Bogachev, Giuseppe Da Prato, Michael Röckner

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under…

math.PR2009★ 5 cited

Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise

Carlo Marinelli, Michael Röckner

We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Po…

math.PR2009

A Note on variational solutions to SPDE perturbed by Gaussian noise in a general class

Michael Röckner, Yi Wang

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space H dX(t) = A(t,X(t))dt…