Supremum estimates for degenerate, quasilinear stochastic partial differential equations

DOI10.1214/18-AIHP934MaRDI QIDQ2337841zbMATH OpenFDO

Authors Benjamn Gess, Konstantinos Dareiotis

Publication date 20 November 2019

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.06655, https://projecteuclid.org/euclid.aihp/1569398885

zbMATH Keywords

degenerate SPDEsMoser's iterationstochastic porous medium

Mathematics Subject Classification ID

Martingales and classical analysis (60G46) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove a priori estimates in $L_{i}nfty$ for a class of quasilinear stochastic partial differential equations. The estimates are obtained independently of the ellipticity constant $varepsilon$ and thus imply analogous estimates for degenerate quasilinear stochastic partial differential equations, such as the stochastic porous medium equation.

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Cited in

(5)

• Finite time extinction for the 1D stochastic porous medium equation with transport noise
• Nonlinear diffusion equations with nonlinear gradient noise
• The stochastic thin-film equation: existence of nonnegative martingale solutions
• \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions
• Entropy solutions to the Dirichlet problem for nonlinear diffusion equations with conservative noise

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