Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case
Viorel Barbu, Vladimir I. Bogachev, Giuseppe Da Prato, Michael Röckner
Abstract
A stochastic version of the porous medium equation with coloured noise is studied. The corresponding Kolmogorov equation is solved in the space L2(H,ν) where ν is an infinitesimally excessive measure. Then a weak solution is constructed.
Create a lesson
Related papers
Distribution-constrained optimal multiple stopping: the Root-type solution
Shuoqing Deng, Daxin Huang
Universality and sharp thresholds for ellipsoid fitting
Frederic Koehler, Youngtak Sohn
Local Laws and Edge Universality for Noncentral Sample Covariance Matrices
Can Hu, Jiang Hu, Zhidong Bai
Well-posedness and regularity of stochastic heat equations on moving domains
Chongyang Ren, Tusheng Zhang
Traveling Waves in Equity Markets with Rank-Based Entry and Exit
Graeme Baker, Caroline Smyth
An approximate zero bias transformation for random sums: Applications to sampling with outliers, auto insurance, and generative AI
Wasamon Jantai, Nathakhun Wiroonsri