SPDE in Hilbert Space with Locally Monotone Coefficients
arXiv:1005.0632 · doi:10.1016/j.jfa.2010.05.012
Abstract
In this paper we prove the existence and uniqueness of strong solutions for SPDE in Hilbert space with locally monotone coefficients, which is a generalization of the classical result of Krylov and Rozovskii for monotone coefficients. Our main result can be applied to different types of SPDEs such as stochastic reaction-diffusion equations, stochastic Burgers type equation, stochastic 2-D Navier-Stokes equation, stochastic -Laplace equation and stochastic porous media equation with some non-monotone perturbations.
20 pages, add Remark 3.1 for stochastic Burgers equation