Doubly probabilistic representation for the stochastic porous media type equation
Probability
2016-08-10 v1
Abstract
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random realizations , one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.
Keywords
Cite
@article{arxiv.1608.02718,
title = {Doubly probabilistic representation for the stochastic porous media type equation},
author = {Viorel Barbu and Michael Röckner and Francesco Russo},
journal= {arXiv preprint arXiv:1608.02718},
year = {2016}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1404.5120