A variational approach to dissipative SPDEs with singular drift

Citation
Marinelli, Carlo et Scarpa, Luca, A variational approach to dissipative SPDEs with singular drift, Annals of probability (Online) , 46(3), 2018, pp. 1455-1497
ISSN journal
2168894X
Volume
46
Issue
3
Year of publication
2018
Pages
1455 - 1497
Database
ACNP
SICI code
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.