Well-posedness of first order semilinear PDEs by stochastic perturbation

DOI10.1016/J.NA.2013.10.022zbMATH Open1295.60076arXiv1310.7404OpenAlexW2963614129MaRDI QIDQ2436734FDOQ2436734

Christian Olivera

Publication date: 26 February 2014

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented in [2]. The proof is based on in the stochastic characteristics method and a version of the commuting Lemma.

Full work available at URL: https://arxiv.org/abs/1310.7404

zbMATH Keywords

stochastic perturbationstochastic characteristic methodcommuting lemmafirst-order stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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• Well-posedness of the transport equation by stochastic perturbation
• The interaction between noise and transport mechanisms in PDEs

Cited In (3)

• Well-posedness of stochastic partial differential equations with Lyapunov condition
• The transport equation and zero quadratic variation processes
• The density of the solution to the stochastic transport equation with fractional noise

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