Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness

被引:17
|
作者
Hofmanova, Martina [1 ]
Zhang, Tusheng [2 ]
机构
[1] Tech Univ Berlin, Inst Math, Str 17 Juni 136, D-10623 Berlin, Germany
[2] Univ Manchester, Sch Math, Oxford Rd, Manchester M13 9PL, Lancs, England
关键词
Quasilinear stochastic partial differential equations; Strong solutions; Energy inequality; POROUS-MEDIA EQUATION; SPDES;
D O I
10.1016/j.spa.2017.01.010
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We present a direct approach to existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone. The proof of uniqueness is very elementary, based on a new method of applying Ito's formula for the L-1-norm. The proof of existence relies on a recent regularity result and is direct in the sense that it does not rely on the stochastic compactness method. Crown Copyright (C) 2017 Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:3354 / 3371
页数:18
相关论文
共 50 条