Doubly probabilistic representation for the stochastic porous media type equation
DOI10.1214/16-AIHP783zbMath1387.35635arXiv1608.02718OpenAlexW2962726020MaRDI QIDQ1700405
Francesco Russo, Viorel Barbu, Michael Roeckner
Publication date: 5 March 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.02718
stochastic partial differential equationsfilteringmultiplicative noiseinfinite volumedoubly probabilistic representationsingular porous media type equationsingular random Fokker-Planck type equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Representations of solutions to partial differential equations (35C99)
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