English

Well-posedness of stochastic evolution equations with H\"older continuous noise

Probability 2024-03-19 v1 Analysis of PDEs

Abstract

We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain DRdD\subseteq\mathbb{R}^d, dNd\in\mathbb{N}, with homogeneous Dirichlet boundary conditions and random initial data u0L2(Ω;L2(D))u_0\in L^2(\Omega;L^2(D)). The main novelty is the presence of a merely H\"older continuous multiplicative noise term. In order to show the well-posedness, we simultaneously regularize the H\"older noise term by inf-convolution and add a perturbation by a higher order operator to the equation. Using a stochastic compactness argument we may pass to the limit and we obtain first a martingale solution. Then by a pathwise uniqueness argument we get existence of a probabilistically strong solution.

Keywords

Cite

@article{arxiv.2403.11917,
  title  = {Well-posedness of stochastic evolution equations with H\"older continuous noise},
  author = {Kerstin Schmitz and Aleksandra Zimmermann},
  journal= {arXiv preprint arXiv:2403.11917},
  year   = {2024}
}