Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions

Abstract

We prove existence and uniqueness of solutions to a nonlinear stochastic evolution equation on the $d$-dimensional torus with singular $p$-Laplace-type or total variation flow-type drift with general sublinear doubling nonlinearities and Gaussian gradient Stratonovich noise with divergence-free coefficients. Assuming a weak defective commutator bound and a curvature-dimension condition, the well-posedness result is obtained in a stochastic variational inequality setup by using resolvent and Dirichlet form methods and an approximative Itô-formula.

26 pages, 58 references. Essential changes to Version 4: Examples revised. Accepted for publication in Stochastic Processes and their Applications