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Well-posedness of stochastic evolution equations with Hölder continuous noise (2403.11917v1)

Published 18 Mar 2024 in math.PR and math.AP

Abstract: We show existence and pathwise uniqueness of probabilistically strong solutions to a pseudomonotone stochastic evolution problem on a bounded domain $D\subseteq\mathbb{R}d$, $d\in\mathbb{N}$, with homogeneous Dirichlet boundary conditions and random initial data $u_0\in L2(\Omega;L2(D))$. The main novelty is the presence of a merely H\"older continuous multiplicative noise term. In order to show the well-posedness, we simultaneously regularize the H\"older noise term by inf-convolution and add a perturbation by a higher order operator to the equation. Using a stochastic compactness argument we may pass to the limit and we obtain first a martingale solution. Then by a pathwise uniqueness argument we get existence of a probabilistically strong solution.

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