Wong–Zakai approximation and support theorem for SPDEs with locally monotone coefficients

Ting Ma, Rongchan Zhu*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)

Abstract

In this paper we present the Wong–Zakai approximation results for a class of nonlinear SPDEs with locally monotone coefficients and driven by multiplicative Wiener noise. This model extends the classical monotone one and includes examples like stochastic 2d Navier–Stokes equations, stochastic porous medium equations, stochastic p-Laplace equations and stochastic reaction–diffusion equations. As a corollary, our approximation results also describe the support of the distribution of solutions.

Original languageEnglish
Pages (from-to)623-660
Number of pages38
JournalJournal of Mathematical Analysis and Applications
Volume469
Issue number2
DOIs
Publication statusPublished - 15 Jan 2019

Keywords

  • Coercivity
  • Local monotonicity
  • Support theorem
  • Wong–Zakai approximation

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