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

zbMATH Keywords

stochastic partial differential equationsfilteringmultiplicative noiseinfinite volumedoubly probabilistic representationsingular porous media type equationsingular random Fokker-Planck type equation

Mathematics Subject Classification ID

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)

Related Items (4)

Weak existence and uniqueness for McKean-Vlasov SDEs with common noise ⋮ Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations ⋮ From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE ⋮ McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

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