We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form divγ (∇.), where γ is a maximal monotone graph in ℝn × ℝn obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that γ is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.
On the well-posedness of SPDEs with singular drift in divergence form
Scarpa L.
2018-01-01
Abstract
We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form divγ (∇.), where γ is a maximal monotone graph in ℝn × ℝn obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that γ is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.File in questo prodotto:
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