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

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Weak solutions to the stochastic porous media equation via Kolmogorov equations: the degenerate case
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    Weak solutions to the stochastic porous media equation via Kolmogorov equations: the degenerate case (English)
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    4 August 2006
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    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 \(H\).
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    infinitesimally excessive measures
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