We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail for the corresponding deterministic PDE and well-posedness is restored by adding an external random forcing of white noise type. This shows a kind of regularization by noise for the semilinear wave equation. To prove the result we introduce an approach based on backward stochastic differential equations. We also establish regularizing properties of the transition semigroup associated to the stochastic wave equation by using control theoretic results.

Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients

PRIOLA, Enrico
2017-01-01

Abstract

We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail for the corresponding deterministic PDE and well-posedness is restored by adding an external random forcing of white noise type. This shows a kind of regularization by noise for the semilinear wave equation. To prove the result we introduce an approach based on backward stochastic differential equations. We also establish regularizing properties of the transition semigroup associated to the stochastic wave equation by using control theoretic results.
2017
263
3
1773
1812
https://arxiv.org/abs/1607.00029
Hölder continuous drift; Nonlinear stochastic wave equation; Strong uniqueness; Analysis
Masiero, Federica; Priola, Enrico
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1632615
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