paper

Doubly probabilistic representation for the stochastic porous media type equation

arXiv:1608.02718

Abstract

The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random realizations , one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.

arXiv admin note: substantial text overlap with arXiv:1404.5120