Regularity theory for nonlinear systems of SPDEs (Q2017731)

Let \(T>0,D\in\mathbb N\) and \(G\) a bounded open domain in \(\mathbb R^d\). The following SPDE is considered for \(u: (0,T)\times G\to \mathbb R^D\): \[ d u_t= \text{div} S(\nabla u_t) d t +\Phi(u_t) d W_t, \] where \(W_t\) is the cylindrical Brownian motion on \(L^2(G)\), \(S\) is a nonlinear operator including the \(p\)-Laplacian on \(G\), and \(\Phi\) is a functional of linear growth. Under reasonable assumptions on the derivatives of \(S\) and \(\Phi\), it is proved that, for any \(u_0\in H^{1,2}(G)\), the equation has a unique strong solution which satisfies \[ \mathbb E \bigg[\sup_{t\in (0,T)}\int_{G'}|\nabla u_t(x)|^2 d x+ \int_0^T \int_{G'} |\nabla F(\nabla u_t)|^2 d x d t\bigg]<\infty \] for any compact subset \(G'\) of \(G\), where \[ F(\xi):= (1+|\xi|)^{\frac{p-2}2}\xi \] and \(p\geq 2\) is corresponding to the derivatives of \(S\). This extends the corresponding known result in the deterministic case.