We consider a doubly nonlinear evolution equation with multiplicative noise and show existence and pathwise uniqueness of a strong solution. Using a semi-implicit time discretization we get approximate solutions with… Click to show full abstract
We consider a doubly nonlinear evolution equation with multiplicative noise and show existence and pathwise uniqueness of a strong solution. Using a semi-implicit time discretization we get approximate solutions with monotonicity arguments. We establish a-priori estimates for the approximate solutions and show tightness of the sequence of image measures induced by the sequence of approximate solutions. As a consequence of the theorems of Prokhorov and Skorokhod we get a.s. convergence of a subsequence on a new probability space which allows to show the existence of martingale solutions. Pathwise uniqueness is obtained by an $$L^1$$L1-method. Using this result, we are able to show existence and uniqueness of strong solutions.
               
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