The stochastic fast logarithmic equation in $\mathbb{R}^{d}$ with multiplicative Stratonovich noise

arXiv (Cornell University)(2023)

引用 0|浏览0
暂无评分
摘要
This paper is concerned with the existence and uniqueness of the solution for the stochastic fast logarithmic equation with Stratonovich multiplicative noise in $\mathbb{R}^{d}$ for $d\geqslant 3$. It provides an answer to a critical case (morally speaking, corresponding to the porous media operator $\Delta X^m$ for $m=0$) left as an open problem in the paper Barbu-R\"ockner-Russo (Journal de Math\'ematiques Pures et Appliqu\'ees,103(4):1024--1052, 2015). We face several technical difficulties related both to the degeneracy properties of the logarithm and to the fact that the problem is treated in an unbounded domain. Firstly, the order in which the approximations are considered is very important and different from previous methods. Secondly, the energy estimates needed in the last step can only be achieved with a well-chosen Stratonovich-type rectification of the noise.
更多
查看译文
关键词
stochastic fast logarithmic equation,noise
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要