On the well-posedness of SPDEs with singular drift in divergence form
Analysis of PDEs
2018-10-03 v1 Probability
Abstract
We prove existence and uniqueness of strong solutions for a class of second-order stochastic PDEs with multiplicative Wiener noise and drift of the form , where is a maximal monotone graph in obtained as the subdifferential of a convex function satisfying very mild assumptions on its behavior at infinity. The well-posedness result complements the corresponding one in our recent work arXiv:1612.08260 where, under the additional assumption that is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.
Keywords
Cite
@article{arxiv.1701.08326,
title = {On the well-posedness of SPDEs with singular drift in divergence form},
author = {Carlo Marinelli and Luca Scarpa},
journal= {arXiv preprint arXiv:1701.08326},
year = {2018}
}
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11 pages