A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.
2014
Publication type:
Lecture note
Journal:
HAL-INRIA 00981113
HAL:
arXiv:
Keywords :
stochastic partial differential equations;
infinite volume; singular porous media type equation;
double probabilistic representation; multiplicative noise;
singular random Fokker-Planck type equation.
Abstract:
The purpose of the present paper consists in proposing
and discussing a double probabilistic representation
for a porous media equation in the whole space
perturbed by a multiplicative colored noise.
For almost all random realizations $\omega$, one associates
a stochastic differential equation in law with random coefficients,
driven by an independent Brownian motion.
The key ingredient is a uniqueness lemma for a
linear SPDE of Fokker-Planck type with measurable bounded
(possibly degenerated) random coefficients.
BibTeX:
@misc{Bar-Roc-Rus-2014,
title={A stochastic Fokker-Planck equation and double probabilistic
representation for the stochastic porous media type equation. },
journal={HAL-INRIA 00981113 },
year={2014 },
comment={{umatype:'cours'}},
}