The obstacle problem for stochastic porous media equations

被引：1
作者：
Liu, Ruoyang [1 ]
Tang, Shanjian [2 ,3 ]
机构：
[1] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China
[2] Fudan Univ, Sch Math Sci, Inst Math Finance, Shanghai 200433, Peoples R China
[3] Fudan Univ, Sch Math Sci, Dept Finance & Control Sci, Shanghai 200433, Peoples R China
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2024年 / 167卷
基金：
中国国家自然科学基金;
关键词：
Stochastic porous media; Entropy solutions; Obstacle problem; Penalization method; VARIATIONAL-INEQUALITIES; PDES; EXISTENCE; SPDES; REGULARITY; DIFFUSION; EVOLUTION;
D O I：
10.1016/j.spa.2023.104238
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study an obstacle problem for stochastic porous media equations, and show that it has a unique entropy solution with a method of penalty.(c) 2023 Elsevier B.V. All rights reserved.
引用
收藏
页数：42
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