Refined existence and regularity results for a class of semilinear dissipative SPDEs

DOI10.1142/S0219025720500149zbMATH Open1451.60071arXiv1711.11091MaRDI QIDQ5132465FDOQ5132465

Carlo Marinelli, Luca Scarpa

Publication date: 12 November 2020

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: We prove existence and uniqueness of solutions to a class of stochastic semilinear evolution equations with a monotone nonlinear drift term and multiplicative noise, considerably extending corresponding results obtained in previous work of ours. In particular, we assume the initial datum to be only measurable and we allow the diffusion coefficient to be locally Lipschitz-continuous. Moreover, we show, in a quantitative fashion, how the finiteness of the $p$-th moment of solutions depends on the integrability of the initial datum, in the whole range $pin]0,infty[$. Lipschitz continuity of the solution map in $p$-th moment is established, under a Lipschitz continuity assumption on the diffusion coefficient, in the even larger range $pin[0,infty[$. A key role is played by an It^o formula for the square of the norm in the variational setting for processes satisfying minimal integrability conditions, which yields pathwise continuity of solutions. Moreover, we show how the regularity of the initial datum and of the diffusion coefficient improves the regularity of the solution and, if applicable, of the invariant measures.

Full work available at URL: https://arxiv.org/abs/1711.11091

zbMATH Keywords

invariant measuresvariational approachstochastic evolution equationsmonotonicity methodssingular drift

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) Ergodicity, mixing, rates of mixing (37A25) Nonlinear accretive operators, dissipative operators, etc. (47H06)

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