DEGENERATE PARABOLIC STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS: QUASILINEAR CASE

被引:68
|
作者
Debussche, Arnaud [1 ,2 ]
Hofmanova, Martina [3 ]
Vovelle, Julien [4 ]
机构
[1] IRMAR CNRS, Campus Ker Lann, F-35170 Bruz, France
[2] ENS Rennes, Campus Ker Lann, F-35170 Bruz, France
[3] Max Planck Inst Math Sci, Inselstr 22, D-04103 Leipzig, Germany
[4] Univ Lyon 1, Inst Camille Jordan, CNRS, 43 Blvd 11 Novembre 1918, F-69622 Villeurbanne, France
来源
ANNALS OF PROBABILITY | 2016年 / 44卷 / 03期
关键词
Quasilinear degenerate parabolic stochastic partial differential equation; kinetic formulation; kinetic solution; SCALAR CONSERVATION-LAWS; KINETIC FORMULATION; WAVE-EQUATIONS;
D O I
10.1214/15-AOP1013
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
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an L-1-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws [J. Funct. Anal. 259 (2010) 1014-1042] and semilinear degenerate parabolic SPDEs [Stochastic Process. Appl. 123 (2013) 4294-4336], the present result contains two new ingredients that provide simpler and more effective method of the proof: a generalized Ito formula that permits a rigorous derivation of the kinetic formulation even in the case of weak solutions of certain nondegenerate approximations and a direct proof of strong convergence of these approximations to the desired kinetic solution of the degenerate problem.
引用
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页码:1916 / 1955
页数:40
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