English

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 divγ()\operatorname{div} \gamma(\nabla \cdot), where γ\gamma is a maximal monotone graph in Rn×Rn\mathbb{R}^n \times \mathbb{R}^n 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 γ\gamma is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.

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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