Noise effects in some stochastic evolution equations: Global existence and dependence on initial data

被引:8
作者
Tang, Hao [1 ]
Yang, Anita [2 ]
机构
[1] Univ Oslo, Dept Math, POB 1053,Blindern, N-0316 Oslo, Norway
[2] Chinese Univ Hong Kong, Dept Math, Shatin, Hong Kong, Peoples R China
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2023年 / 59卷 / 01期
关键词
Stochastic evolution equations; Pathwise solution; Blow-up criterion; Regularization effect of noise; Weak instability; CAMASSA-HOLM EQUATION; BLOW-UP PHENOMENA; SHALLOW-WATER EQUATION; WELL-POSEDNESS; NONUNIFORM DEPENDENCE; DEGASPERIS-PROCESI; DIFFERENTIAL-EQUATIONS; CONSERVATIVE SOLUTIONS; DISSIPATIVE SOLUTIONS; PATHWISE SOLUTIONS;
D O I
10.1214/21-AIHP1241
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we consider the noise effects on a class of stochastic evolution equations including the stochastic Camassa- Holm equations with or without rotation. We first obtain the existence, uniqueness and a blow-up criterion of pathwise solutions in Sobolev space Hs with s > 3/2. Then we prove that strong enough noise can prevent blow-up with probability 1, which justifies the regularization effect of strong nonlinear noise in preventing singularities. Besides, such strengths of noise are estimated in different examples. Finally, for the interplay between regularization effect induced by the noise and the dependence on initial conditions, we introduce and investigate the stability of the exiting time and construct an example to show that the multiplicative noise cannot improve both the stability of the exiting time and the continuity of the dependence on initial data simultaneously.
引用
收藏
页码:378 / 410
页数:33
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