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Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
Affiliation:1. School of Sciences, Beijing Jiaotong University, Beijing 100044, China;2. Department of Mathematics, Beijing Institute of Technology, Beijing 100081, China;3. Department of Mathematics, University of Bielefeld, D-33615 Bielefeld, Germany
Abstract:In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear multiplicative noise provides a regularizing effect: the solutions will not blow up with high probability if the initial data is sufficiently small, or if the noise coefficient is sufficiently large. As applications our main results are applied to various types of SPDE such as stochastic reaction–diffusion equations, stochastic fractional Burgers equation, stochastic fractional Navier–Stokes equation, stochastic quasi-geostrophic equations and stochastic surface growth PDE.
Keywords:Stochastic fractional partial differential equation  Local existence and uniqueness  Blow up  Navier–Stokes equation  Fractional Burgers equation  Quasi-geostrophic equation  Surface growth models
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