A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation. - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Preprints, Working Papers, ... Year : 2014

A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.

Viorel Barbu
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  • PersonId : 862682
Michael Röckner
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  • PersonId : 862683

Abstract

The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space 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. The key ingredient is a uniqueness lemma for a linear SPDE of Fokker-Planck type with measurable bounded (possibly degenerated) random coefficients.
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Dates and versions

hal-00981113 , version 1 (20-04-2014)

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Viorel Barbu, Michael Röckner, Francesco Russo. A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.. 2014. ⟨hal-00981113⟩
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