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MiS Preprint
92/2013
Degenerate parabolic stochastic partial differential equations: Quasilinear case
Arnaud Debussche, Martina Hofmanová and Julien Vovelle
Abstract
In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic solution and develop a well-posedness theory that includes also an $L^1$-contraction property. In comparison to the previous works of the authors concerning stochastic hyperbolic conservation laws (Debussche and Vovelle, 2010) and semilinear degenerate parabolic SPDEs (Hofmanová, 2013), the present result contains two new ingredients that provide simpler and more effective method of the proof: a generalized Itô formula that permits a rigorous derivation of the kinetic formulation even in the case of weak solutions of certain nondegenerate approximations and a direct proof of strong convergence of these approximations to the desired kinetic solution of the degenerate problem.