Doubly probabilistic representation for the stochastic porous media type equation.: Stochastic porous media with multiplicative noise.

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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https://hal.inria.fr/hal-01352670
Contributor : Francesco Russo <>
Submitted on : Monday, August 8, 2016 - 6:00:52 PM
Last modification on : Wednesday, July 3, 2019 - 10:48:04 AM

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  • HAL Id : hal-01352670, version 1
  • ARXIV : 1608.02718

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Viorel Barbu, Michael Röckner, Francesco Russo. Doubly probabilistic representation for the stochastic porous media type equation.: Stochastic porous media with multiplicative noise.. 2016. ⟨hal-01352670⟩

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