A variational approach to dissipative SPDEs with singular drift

DOI10.1214/17-AOP1207zbMATH Open1454.60097arXiv1604.08808MaRDI QIDQ1647734FDOQ1647734

Carlo Marinelli, Luca Scarpa

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated to a maximal monotone graph everywhere defined on the real line, on which no continuity nor growth assumptions are imposed. The hypotheses on the diffusion coefficient are also very general, in the sense that the noise does not need to take values in spaces of continuous, or bounded, functions in space and time. Our approach combines variational techniques with a priori estimates, both pathwise and in expectation, on solutions to regularized equations.

Full work available at URL: https://arxiv.org/abs/1604.08808

zbMATH Keywords

multiplicative noisewell-posednessvariational approachstochastic evolution equationsmonotone operatorssingular drift

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) Nonlinear accretive operators, dissipative operators, etc. (47H06)

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Cited In (23)

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