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 , , with homogeneous Dirichlet boundary conditions and random initial data . 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}
}