The stochastic fast logarithmic equation in $\mathbb{R}^{d}$ with multiplicative Stratonovich noise

Ioana Ciotir; Reika Fukuizumi; Dan Goreac

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arXiv · 2304.01026

The stochastic fast logarithmic equation in $\mathbb{R}^{d}$ with multiplicative Stratonovich noise

Ioana Ciotir·Reika Fukuizumi·Dan Goreac

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Abstract

This paper is concerned with the existence and uniqueness of the solution for the stochastic fast logarithmic equation with Stratonovich multiplicative noise in $\mathbb{R}^{d}$ for $d\geqslant 3$. It provides an answer to a critical case (morally speaking, corresponding to the porous media operator $\Delta X^m$ for $m=0$) left as an open problem in the paper Barbu-R\"ockner-Russo (Journal de Math\'ematiques Pures et Appliqu\'ees,103(4):1024--1052, 2015). We face several technical difficulties related both to the degeneracy properties of the logarithm and to the fact that the problem is treated in an unbounded domain. Firstly, the order in which the approximations are considered is very important and different from previous methods. Secondly, the energy estimates needed in the last step can only be achieved with a well-chosen Stratonovich-type rectification of the noise.

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Ioana Ciotir, Reika Fukuizumi, Dan Goreac. 2023-04-03. The stochastic fast logarithmic equation in $\mathbb{R}^{d}$ with multiplicative Stratonovich noise. https://arxiv.org/abs/2304.01026

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