Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients (Q526039): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 1607.00029 / rank
 
Normal rank

Revision as of 14:52, 18 April 2024

scientific article
Language Label Description Also known as
English
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
scientific article

    Statements

    Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients (English)
    0 references
    0 references
    0 references
    8 May 2017
    0 references
    The aim of the paper is to study the well-posedness of a nonlinear stochastic wave equation with Dirichlet boundary conditions and additive noise in which the drift coefficient satisfies a Hölder continuity condition with exponent \(\alpha\in (2/3, 1)\). It is shown by an example that the corresponding nonlinear deterministic equation (i.e., the one without noise) is not well-posed and the uniqueness of strong solutions fails. So one may take the result of this paper as a regularization by noise for semilinear wave equations. The authors instead study a general abstract wave equation in an appropriate Hilbert space and, to prove the uniqueness of solutions, they investigate the regularizing properties of the associated Ornstein-Uhlenbeck semigroup including Gâteaux differentiability and the regularity of its derivative in the directions of the noise. Then, they consider the backward stochastic differential equation coupled with the Ornstein-Uhlenbeck process and study the first differentiability of the solutions. In this way, and using the mild form of the backward stochastic deferential equation, they obtain an important identity allowing them to prove the pathwise uniqueness and the Lipschitz dependence of the solutions on the initial conditions.
    0 references
    nonlinear stochastic wave equation
    0 references
    Hölder continuous drift
    0 references
    strong uniqueness
    0 references

    Identifiers