Uniqueness for a class of stochastic Fokker–Planck and porous media equations

Michael Röckner; Francesco Russo

doi:10.1007/s00028-016-0372-0

Uniqueness for a class of stochastic Fokker–Planck and porous media equations

Michael Röckner
, Francesco Russo

Bielefeld University
Université Paris-Saclay

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

Résumé

The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker–Planck equation under very general assumptions. In particular, the second-order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.

langue originale	Anglais
Pages (de - à)	1049-1062
Nombre de pages	14
journal	Journal of Evolution Equations
Volume	17
Numéro de publication	3
Les DOIs	https://doi.org/10.1007/s00028-016-0372-0
état	Publié - 1 sept. 2017
Modification externe	Oui

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10.1007/s00028-016-0372-0

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title = "Uniqueness for a class of stochastic Fokker–Planck and porous media equations",

abstract = "The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker–Planck equation under very general assumptions. In particular, the second-order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.",

keywords = "Infinite volume, Multiplicative noise, Porous media type equation, Stochastic Fokker–Planck type equation, Stochastic partial differential equations",

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AU - Russo, Francesco

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N2 - The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker–Planck equation under very general assumptions. In particular, the second-order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.

AB - The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker–Planck equation under very general assumptions. In particular, the second-order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.

KW - Infinite volume

KW - Multiplicative noise

KW - Porous media type equation

KW - Stochastic Fokker–Planck type equation

KW - Stochastic partial differential equations

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JO - Journal of Evolution Equations

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Uniqueness for a class of stochastic Fokker–Planck and porous media equations

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