Publication Date:
2021-10-17
Description:
We establish a local theory, i.e., existence, uniqueness and blow-up criterion, for a general family of singular SDEs in Hilbert spaces. The key requirement relies on an approximation property that allows us to embed the singular drift and diffusion mappings into a hierarchy of regular mappings that are invariant with respect to the Hilbert space and enjoy a cancellation property. Various nonlinear models in fluid dynamics with transport noise belong to this type of singular SDEs. By establishing a cancellation estimate for certain differential operators of order one with suitable coefficients, we give the detailed constructions of such regular approximations for certain examples. In particular, we show novel local-in-time results for the stochastic two-component Camassa–Holm system and for the stochastic Córdoba–Córdoba–Fontelos model.
Print ISSN:
0938-8974
Electronic ISSN:
1432-1467
Topics:
Mathematics
,
Physics
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