$L^2$-solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise^
Abstract: Consider the following stochastic reaction-diffusion equation with logarithmic superlinear coefficient b, driven by space-time white noise W: $$ u_t(t,x) = (1/2)u_{xx}(t,x) + b(u(t,x)) + \sigma(u(t,x))W(dt,dx) $$ for $t > 0$ and $x \in [0,1]$, with initial condition $$ u(0,x) = u_0(x) $$ for $x \in [0,1]$, where $u_0 \in L2[0,1]$. In this paper, we establish existence and uniqueness of probabilistically strong solutions in $C(R_+, L2[0,1])$. Our result resolves a problem from [Ann. Probab. 47 (2019) 519-559] and provides an alternative proof of the non-blowup of $L2[0,1]$ solutions from the same reference. We use new Gronwall-type inequalities. Due to nonlinearity, we work with first order moments, requiring precise estimates of the stochastic convolution.
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