Degenerate parabolic stochastic partial differential equations: Quasilinear case
Abstract
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an -contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], the present result contains two new ingredients that provide simpler and more effective method of the proof: a generalized It\^{o} formula that permits a rigorous derivation of the kinetic formulation even in the case of weak solutions of certain nondegenerate approximations and a direct proof of strong convergence of these approximations to the desired kinetic solution of the degenerate problem.
Cite
@article{arxiv.1309.5817,
title = {Degenerate parabolic stochastic partial differential equations: Quasilinear case},
author = {Arnaud Debussche and Martina Hofmanová and Julien Vovelle},
journal= {arXiv preprint arXiv:1309.5817},
year = {2016}
}
Comments
Published at http://dx.doi.org/10.1214/15-AOP1013 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org). arXiv admin note: text overlap with arXiv:1202.2031