Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE

  • Authors: Benjamin Gess, Martina Hofmanová
  • Preprint year: 2016
  • First public date: 2016-11-11
  • arXiv: 1611.03600
  • Status: Published
  • Publication type: Journal article
  • Publication year: 2018
  • Journal: The annals of probability, 46 (2018) 5, pp. 2495-2544
  • DOI: 10.1214/17-AOP1231

Abstract

We study quasilinear degenerate parabolic-hyperbolic stochastic partial differential equations with general multiplicative noise within the framework of kinetic solutions. Our results are twofold: First, we establish new regularity results based on averaging techniques. Second, we prove the existence and uniqueness of solutions in a full $L^1$ setting requiring no growth assumptions on the nonlinearities. In addition, we prove a comparison result and an $L^1$-contraction property for the solutions.

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