Weak solutions to the stochastic porous media equation via Kolmogorov equations: the degenerate case (Q2497898): Difference between revisions

The paper deals with the equation \(dX(t)=\Delta(\Psi(X(t)))dt + \sqrt{C}dW(t)\) with state space \(H=H^{-1}(D)\). To construct a strong Markov weak solution for this equation, a solution to the corresponding Kolmogorov equation in \(L^2(H,\nu)\) is first constructed, where \(\nu\) is an infinitesimally excessive measure. Main tools are Yosida approximations and generalized Dirichlet forms. Under weak additional conditions, then \(\nu\) charges every nonempty open set of \(H\).