Approximating the coefficients in semilinear stochastic partial differential equations

Details Approximating the coefficients in semilinear stochastic partial differential equations Approximating the coefficients in semilinear stochastic partial differential equations

2010-03-09

arxiv.org/abs/1003.1876v2

Mathematics

Probability

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Scientific paper

We investigate, in the setting of UMD Banach spaces E, the continuous dependence on the data A, F, G and X_0 of mild solutions of semilinear stochastic evolution equations with multiplicative noise of the form dX(t) = [AX(t) + F(t,X(t))]dt + G(t,X(t))dW_H(t), X(0)=X_0, where W_H is a cylindrical Brownian motion on a Hilbert space H. We prove continuous dependence of the compensated solutions X(t)-e^{tA}X_0 in the norms L^p(\Omega;C^\lambda([0,T];E)) assuming that the approximating operators A_n are uniformly sectorial and converge to A in the strong resolvent sense, and that the approximating nonlinearities F_n and G_n are uniformly Lipschitz continuous in suitable norms and converge to F and G pointwise. Our results are applied to a class of semilinear parabolic SPDEs with finite-dimensional multiplicative noise.

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