Regularisation of reaction-diffusion equations by multiplicative noise

Kostantinos Dareiotis (U Leeds)

Feb 13. 2024, 11:00 — 11:40

We consider the stochastic reaction-diffusion equation in 1 + 1 dimensions driven by multiplicative

space-time white noise with distributional drift  belonging in the negative Hölder space C^\alpha with

\alpha > −1. We assume that the diffusion coefficient  is sufficiently regular and nondegenerate. By

using a combination of stochastic sewing and Malliavin calculus, we show that the equation admits

a unique strong solution. This is a joint work in progress with Teodor Holland and Khoa Lê. 

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Stochastic Partial Differential Equations (Workshop)
Organizer(s):
Sandra Cerrai (U of Maryland)
Martin Hairer (Imperial College London)
Carlo Marinelli (University College London)
Eulalia Nualart (U Barcelona)
Luca Scarpa (Politecnico Milano)
Ulisse Stefanelli (U of Vienna)