Doubly probabilistic representation for the stochastic porous media type equation

Viorel Barbu; Michael Röckner; Francesco Russo

doi:10.1214/16-AIHP783

Doubly probabilistic representation for the stochastic porous media type equation

Viorel Barbu
, Michael Röckner
, Francesco Russo

Alexandru Ioan Cuza University
Fakultät für Mathematik
Bielefeld University
Université Paris-Saclay

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

4 Citations (Scopus)

Résumé

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 R1 perturbed by a multiplicative colored noise. For almost all random realizations ω, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.

langue originale	Anglais
Pages (de - à)	2043-2073
Nombre de pages	31
journal	Annales de l'institut Henri Poincare (B) Probability and Statistics
Volume	53
Numéro de publication	4
Les DOIs	https://doi.org/10.1214/16-AIHP783
état	Publié - 1 nov. 2017
Modification externe	Oui

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10.1214/16-AIHP783

Contient cette citation

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title = "Doubly probabilistic representation for the stochastic porous media type equation",

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 R1 perturbed by a multiplicative colored noise. For almost all random realizations ω, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.",

keywords = "Doubly probabilistic representation, Filtering, Infinite volume, Multiplicative noise, Singular porous media type equation, Singular random Fokker-Planck type equation, Stochastic partial differential equations",

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AU - Röckner, Michael

AU - Russo, Francesco

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KW - Filtering

KW - Infinite volume

KW - Multiplicative noise

KW - Singular porous media type equation

KW - Singular random Fokker-Planck type equation

KW - Stochastic partial differential equations

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Doubly probabilistic representation for the stochastic porous media type equation

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