Is the stochastic parabolicity condition dependent on pp and qq?

preprint2012arXivOpen access

Abstract

In this paper we study well-posedness of a second order SPDE with multiplicative noise on the torus $\T =[0,2π]$. The equation is considered in $L^p(Ø\times(0,T);L^q(\T))$ for p,q∈(1,∞)p,q\in (1, \infty). It is well-known that if the noise is of gradient type, one needs a stochastic parabolicity condition on the coefficients for well-posedness with p=q=2p=q=2. In this paper we investigate whether the well-posedness depends on pp and qq. It turns out that this condition does depend on pp, but not on qq. Moreover, we show that if 1<p<21<p<2 the classical stochastic parabolicity condition can be weakened.

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