Stochastic Generalized Porous Media and Fast Diffusion Equations
概率论
2007-05-23 v1
摘要
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 -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 -functions in the theory of Orlicz spaces.
引用
@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}
}
备注
36 pages, BiBoS-Preprint No. 06-02-205