Quasi-linear SPDEs in divergence form

DOI10.1007/S40072-018-0122-0MaRDI QIDQ2328018zbMATH OpenOpenAlexFDO

Authors Felix Otto, Hendrik Weber

Publication date 9 October 2019

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1707.01424

zbMATH Keywords

Hölder spacesquasi-linear SPDEsregularity theory

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)

Abstract: We develop a solution theory in H"older spaces for a quasilinear stochastic PDE driven by an additive noise. The key ingredients are two deterministic PDE Lemmas which establish a priori H"older bounds for an equation with irregular right hand side written in divergence form. We apply these deterministic bounds to the case of a noise term which is white in time and trace class in space to obtain stretched exponential bounds for the H"older semi-norms of the solution for the stochastic equation.

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Cites work

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Cited in

(10)

• On divergence form SPDEs with VMO coefficients in a half space
• Quasi-linear parabolic SPDEs with continuous coefficients
• A first order description of a nonlinear SPDE in the spirit of rough paths
• Pathwise mild solutions for quasilinear stochastic partial differential equations
• Quasilinear rough partial differential equations with transport noise
• A stochastically perturbed mean curvature flow by colored noise
• Closability of quadratic forms associated to invariant probability measures of SPDEs
• A solution theory for quasilinear singular SPDEs
• Improved regularity for the stochastic fast diffusion equation
• Stochastic and deterministic parabolic equations with bounded measurable coefficients in space and time: well-posedness and maximal regularity

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