English

SVI solutions to stochastic nonlinear diffusion equations on general measure spaces

Probability 2024-02-05 v1

Abstract

We establish a framework for the existence and uniqueness of solutions to stochastic nonlinear (possibly multi-valued) diffusion equations driven by multiplicative noise, with the drift operator LL being the generator of a transient Dirichlet form on a finite measure space (E,B,μ)(E,\mathcal{B},\mu) and the initial value in Fe\mathcal{F}_e^*, which is the dual space of an extended transient Dirichlet space. LL and Fe\mathcal{F}_e^* replace the Laplace operator Δ\Delta and H1H^{-1}, respectively, in the classical case. This framework includes stochastic fast diffusion equations, stochastic fractional fast diffusion equations, the Zhang model, and apply to cases with EE being a manifold, a fractal or a graph. In addition, our results apply to operators f(L)-f(-L), where ff is a Bernstein function, e.g. f(λ)=λαf(\lambda)=\lambda^\alpha or f(λ)=(λ+1)α1f(\lambda)=(\lambda+1)^\alpha-1, 0<α<10<\alpha<1.

Keywords

Cite

@article{arxiv.2402.01479,
  title  = {SVI solutions to stochastic nonlinear diffusion equations on general measure spaces},
  author = {Benjamin Gess and Michael Röckner and Weina Wu},
  journal= {arXiv preprint arXiv:2402.01479},
  year   = {2024}
}

Comments

26 pages

R2 v1 2026-06-28T14:35:58.086Z