Doubly probabilistic representation for the stochastic porous media type equation. - Archive ouverte HAL
Journal Articles Annales de l'Institut Henri Poincaré Year : 2017

Doubly probabilistic representation for the stochastic porous media type equation.

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 ω, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.
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Dates and versions

hal-01352670 , version 1 (08-08-2016)

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Viorel Barbu, Michael Röckner, Francesco Russo. Doubly probabilistic representation for the stochastic porous media type equation.. Annales de l'Institut Henri Poincaré, 2017, ⟨10.1214/16-AIHP783⟩. ⟨hal-01352670⟩
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