# A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media 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.
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Cited literature [30 references]

https://hal.inria.fr/hal-00981113
Contributor : Francesco Russo <>
Submitted on : Sunday, April 20, 2014 - 10:09:35 PM
Last modification on : Wednesday, July 3, 2019 - 10:48:04 AM
Long-term archiving on: : Monday, April 10, 2017 - 4:01:38 PM

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BarRoeckMultProbMarch2014.pdf
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### Identifiers

• HAL Id : hal-00981113, version 1
• ARXIV : 1404.5120

### Citation

Viorel Barbu, Michael Röckner, Francesco Russo. A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.. 2014. ⟨hal-00981113⟩

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