On the stochastic quasi-linear symmetric hyperbolic system (Q618286)

This paper is devoted to a quasi-linear symmetric hyperbolic system with random noise of the form \[ \frac{\partial u}{\partial t}+\sum_{j=1}^d A_j(t,x,u)\frac{\partial u}{\partial x_j} = \sum_{j=1}^\infty f_j(u)\frac{d B_j}{dt},\quad u(0,x)=u_0(x), \] \(t\in(0,\infty)\), \(x\in\mathbb R^d\), and \(B_j\), \(j\in\mathbb N\), is a sequence of independent standard Brownian motions. First result of the paper is the existence of a local smooth solution defined on a random time interval. For additive noise a strong solution is obtained. The second main result of the paper establishes that for multiplicative noise the probability of existence of a global solution can be made arbitrarily close to one if the noise satisfies some nondegenerate conditions and the initial data are sufficiently small.