Abstract

The subject of this paper is a generalized Camassa–Holm equation under random perturbation. We first establish local existence and uniqueness results as well as blow-up criteria for pathwise solutions in the Sobolev spaces H^s with s>3/2. Then we analyze how noise affects the dependence of solutions on initial data. Even though the noise has some already known regularization effects, much less is known concerning the dependence on initial data. As a new concept we introduce the notion of stability of exiting times and construct an example showing that multiplicative noise (in Itô sense) cannot improve the stability of the exiting time, and simultaneously improve the continuity of the dependence on initial data. Finally, we obtain global existence theorems and estimate associated probabilities.

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