Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:469

Article

Ma, Ting¹  Zhu, Rongchan^2,3 

[1] Sichuan Univ, Coll Math, Chengdu 610065, Sichuan, Peoples R China

[2] Beijing Inst Technol, Dept Math, Beijing 100081, Peoples R China

[3] Univ Bielefeld, Dept Math, D-33615 Bielefeld, Germany

关键词: Wong-Zakai approximation;    Local monotonicity;    Coercivity;    Support theorem;   

DOI  :  10.1016/j.jmaa.2018.09.031

来源: Elsevier

【 摘 要 】

In this paper we present the Wong Zakai approximation results for a class of nonlinear SPDEs with locally monotone coefficients and driven by multiplicative Wiener noise. This model extends the classical monotone one and includes examples like stochastic 2d Navier Stokes equations, stochastic porous medium equations, stochastic p-Laplace equations and stochastic reaction diffusion equations. As a corollary, our approximation results also describe the support of the distribution of solutions. (C) 2018 Elsevier Inc. All rights reserved.

【 授权许可】

Free