English

Stochastic Generalized Porous Media and Fast Diffusion Equations

Probability 2007-05-23 v1

Abstract

We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are studied for σ\sigma-finite reference measures, where the drift term is given by a negative definite operator acting on a time-dependent function, which belongs to a large class of functions comparable with the so-called NN-functions in the theory of Orlicz spaces.

Keywords

Cite

@article{arxiv.math/0602369,
  title  = {Stochastic Generalized Porous Media and Fast Diffusion Equations},
  author = {Jiagang Ren and Michael Röckner and Feng-Yu Wang},
  journal= {arXiv preprint arXiv:math/0602369},
  year   = {2007}
}

Comments

36 pages, BiBoS-Preprint No. 06-02-205