Stochastic Camassa-Holm equation with convection type noise (Q2219050)

In this article, the authors consider a stochastic Camassa-Holm (SCH) equation of the form \[ dy(t) + F(y(t)) dt + Dy(t) \circ dw(t) = 0, \,\, t \geq 0, \,\, F(y) := A(y)y, \,\, y \in H^{1,q}, \] where \(A(v)\) is given by the formula \[ [A(v) f](x) = a(v) \partial_x f(x) + b(v) f(x), \quad x \in \mathbb{R}, \] with the operator \[ D = \xi \partial_x + \eta, \quad \xi \in C_b^4, \eta \in C_b^3, \] and \(w\) is a one-dimensional Wiener process. In their main result, the authors show that for any \(y_0 \in H^{2,q}\), \(1 < q < \infty\), there exists a unique \(H^{2,q}\)-valued local strong solution of the SCH-equation with \(y(0) = y_0\); see Theorem 2.2. The essential idea of the proof is to reduce the SCH-equation to a PDE with time-dependent coefficients, and then to a apply the general Kato method, which is elaborated in Section 3.