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arXiv · 1112.5672

Multi-valued, singular stochastic evolution inclusions

Benjamin Gess·Jonas M. Tölle
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Abstract

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss certain singular diffusion equations such as the stochastic 1-Laplacian evolution (total variation flow) in all space dimensions and the stochastic singular fast diffusion equation. In case of additive Wiener noise we prove the existence of a unique weak-* mean ergodic invariant measure.

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Benjamin Gess, Jonas M. Tölle. 2011-12-23. Multi-valued, singular stochastic evolution inclusions. https://doi.org/10.1016/j.matpur.2013.10.004

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