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Degenerate SDEs in Hilbert Spaces with Rough Drifts

Published 17 Jan 2015 in math.PR | (1501.04150v1)

Abstract: The existence and uniqueness of mild solutions are proved for a class of degenerate stochastic differential equations on Hilbert spaces where the drift is Dini continuous in the component with noise and H\"older continuous of order larger than $\ff 2 3$ in the other component. In the finite-dimensional case the Dini continuity is further weakened. The main results are applied to solve second order stochastic systems driven by space-time white noises.

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