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A variational approach to dissipative spdes with singular drift

Marinelli, C; Scarpa, L; (2018) A variational approach to dissipative spdes with singular drift. Annals of Probability , 46 (3) pp. 1455-1497. 10.1214/17-AOP1207. Green open access

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Abstract

We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated to a maximal monotone graph everywhere defined on the real line, on which neither continuity nor growth assumptions are imposed. The hypotheses on the diffusion coefficient are also very general, in the sense that the noise does not need to take values in spaces of continuous, or bounded, functions in space and time. Our approach combines variational techniques with a priori estimates, both pathwise and in expectation, on solutions to regularized equations.

Type: Article
Title: A variational approach to dissipative spdes with singular drift
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/17-AOP1207
Publisher version: http://dx.doi.org/10.1214/17-AOP1207
Language: English
Additional information: © Institute of Mathematical Statistics, 2018. This version is version of record . For information on re-use, please refer to the publisher’s terms and conditions.
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/1546710
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