Doubly probabilistic representation for the stochastic porous media type equation

被引：3

作者：

Barbu, Viorel ^{[1
]}

Roeckner, Michael ^{[2
]}

Russo, Francesco ^{[3
]}

机构：

[1] Alexandru Ioan Cuza Univ, RO-6600 Iasi, Romania

[2] Univ Bielefeld, Fak Math, D-33615 Bielefeld, Germany

[3] Univ Paris Saclay, ENSTA ParisTech, Unite Math Appl, 828 Blvd Marechaux, F-91120 Palaiseau, France

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2017年 / 53卷 / 04期

基金：

美国国家科学基金会;

关键词：

Stochastic partial differential equations; Infinite volume; Singular porous media type equation; Doubly probabilistic representation; Multiplicative noise; Singular random Fokker-Planck type equation; Filtering; UNIQUENESS; EXISTENCE;

D O I：

10.1214/16-AIHP783

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：

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 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.

引用

页码：2043 / 2073

页数：31

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Barbu, Viorel
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[10] Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
Barbu, Viorel
Roeckner, Michael
Russo, Francesco
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