Abstract

We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on the growth of the nonlinearity in the drift, which, in particular, is allowed to grow faster than polynomially, existing techniques are not applicable. A well-posedness result is obtained through a combination of a priori estimates on regularized equations, interpreted both as stochastic equations as well as deterministic equations with random coefficients, and weak compactness arguments. The result is essentially sharp, in the sense that no extra hypotheses are needed, bar continuity of the nonlinear function in the drift, with respect to the deterministic theory.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call