Multi-valued, singular stochastic evolution inclusions
Probability
2013-12-05 v2 Analysis of PDEs
Functional Analysis
Abstract
We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss certain singular diffusion equations such as the stochastic 1-Laplacian evolution (total variation flow) in all space dimensions and the stochastic singular fast diffusion equation. In case of additive Wiener noise we prove the existence of a unique weak-* mean ergodic invariant measure.
Keywords
Cite
@article{arxiv.1112.5672,
title = {Multi-valued, singular stochastic evolution inclusions},
author = {Benjamin Gess and Jonas M. Tölle},
journal= {arXiv preprint arXiv:1112.5672},
year = {2013}
}
Comments
39 pages, in press: J. Math. Pures Appl. (2013)