On the well-posedness of SPDEs with singular drift in divergence form
classification
🧮 math.AP
math.PR
keywords
gammadriftformmathbbwell-posednessadditionalarxivassumption
read the original 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 $\operatorname{div} \gamma(\nabla \cdot)$, where $\gamma$ is a maximal monotone graph in $\mathbb{R}^n \times \mathbb{R}^n$ 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 $\gamma$ is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.