Marinelli, C;
Scarpa, L;
(2018)
On the well-posedness of SPDEs with singular drift in divergence form.
In:
Proceedings of the International Conference on Stochastic Partial Differential Equations and Related Fields: SPDERF 2016.
(pp. pp. 225-235).
Springer, Cham: Bielefeld, Germany.
Preview |
Text
Marinelli_1701.08326v1.pdf Download (138kB) | Preview |
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 divγ (∇.), where γ is a maximal monotone graph in ℝn× ℝnobtained 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.
| Type: | Proceedings paper |
|---|---|
| Title: | On the well-posedness of SPDEs with singular drift in divergence form |
| Event: | International Conference on Stochastic Partial Differential Equations and Related Fields: SPDERF 2016 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/978-3-319-74929-7_12 |
| Publisher version: | https://doi.org/10.1007/978-3-319-74929-7_12 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Stochastic evolution equations, Singular drift, Divergence form, Multiplicative noise, Monotone operators |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1546708 |
Archive Staff Only
 |
View Item |
