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Stochastic Variational Inequalities and Regularity for Degenerate Stochastic Partial Differential Equations by Gess, Benjamin; Röckner, Michael is a scholarly article available to read on EtoBox.

What is Stochastic Variational Inequalities and Regularity for Degenerate Stochastic Partial Differential Equations about?

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous noise. In particular, this provides a characterization of solutions to such SPDE in terms of (generalized) strong solutions. Second, for the one-dimensional stochastic mean curvature flow with normal noise we adapt the notion of stochastic variational inequalities to provide a characterization of solutions previously obtained in a limiting sense only. This solves a problem left open in [Es-Sarhir, von Renesse; SIAM, 2012] and sharpens regularity properties obtained in [Es-Sarhir, von Renesse, Stannat; NoDEA, 2012].

Author

Gess, Benjamin; Röckner, Michael

Published

2014

Language

EN