arXiv · 1701.08326
On the well-posedness of SPDEs with singular drift in divergence form
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 $\operatorname{div} γ(\nabla \cdot)$, where $γ$ 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 $γ$ is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.
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Carlo Marinelli, Luca Scarpa. 2017-01-28. On the well-posedness of SPDEs with singular drift in divergence form. https://doi.org/10.1007/978-3-319-74929-7_12
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