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On the well-posedness of SPDEs with singular drift in divergence form. (English) Zbl 1407.60087

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer. Springer Proc. Math. Stat. 229, 225-235 (2018).
Summary: 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 \({\operatorname{div}}\gamma (\nabla \cdot )\), where \(\gamma \) is a maximal monotone graph in \(\mathbb {R}^n \times \mathbb {R}^n\) obtained 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 [the authors, “Strong solutions to SPDEs with monotone drift in divergence form”, Preprint, arXiv:1612.08260] where, under the additional assumption that \(\gamma \) is single-valued, a solution with better integrability and regularity properties is constructed. The proof given here, however, is self-contained.
For the entire collection see [Zbl 1402.35005].

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
47H06 Nonlinear accretive operators, dissipative operators, etc.
46N30 Applications of functional analysis in probability theory and statistics