Open Access
May 2016 Degenerate parabolic stochastic partial differential equations: Quasilinear case
Arnaud Debussche, Martina Hofmanová, Julien Vovelle
Ann. Probab. 44(3): 1916-1955 (May 2016). DOI: 10.1214/15-AOP1013

Abstract

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 Itô 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.

Citation

Download Citation

Arnaud Debussche. Martina Hofmanová. Julien Vovelle. "Degenerate parabolic stochastic partial differential equations: Quasilinear case." Ann. Probab. 44 (3) 1916 - 1955, May 2016. https://doi.org/10.1214/15-AOP1013

Information

Received: 1 August 2013; Revised: 1 November 2014; Published: May 2016
First available in Project Euclid: 16 May 2016

zbMATH: 1346.60094
MathSciNet: MR3502597
Digital Object Identifier: 10.1214/15-AOP1013

Subjects:
Primary: 35R60 , 60H15

Keywords: kinetic formulation , Kinetic solution , Quasilinear degenerate parabolic stochastic partial differential equation

Rights: Copyright © 2016 Institute of Mathematical Statistics

Vol.44 • No. 3 • May 2016
Back to Top