Doubly probabilistic representation for the stochastic porous media type equation.: Stochastic porous media with multiplicative noise
| Autor: | Viorel Barbu, Michael Röckner, Francesco Russo |
|---|---|
| Přispěvatelé: | Romanian Academy [IASI], Romanian Academy of Sciences, Universitaet Bielefeld, Unité de Mathématiques Appliquées (UMA), École Nationale Supérieure de Techniques Avancées (ENSTA Paris), Optimisation et commande (OC), École Nationale Supérieure de Techniques Avancées (ENSTA Paris)-École Nationale Supérieure de Techniques Avancées (ENSTA Paris), SFB 701 at Bielefeld University. FMJH Program Gaspard Monge in optimization and operation research (Project 2014-1607H) ., ANR-10-BLAN-0121,MASTERIE,Malliavin, Stein et Equations aléatoires à coefficients irréguliers(2010) |
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Doubly probabilistic representation singular porous media type equation Multiplicative noise Space (mathematics) 35C99 01 natural sciences 010104 statistics & probability Stochastic differential equation Infinite volume 35R60 60G46 Applied mathematics 0101 mathematics Representation (mathematics) Brownian motion Singular random Fokker–Planck type equation Mathematics 82C31 010102 general mathematics Multiplicative function Probabilistic logic Stochastic partial differential equations Singular random Fokker-Planck type equation 60H15 60H30 60H10 58J65 16. Peace & justice [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] Stochastic partial differential equation Singular Statistics Probability and Uncertainty Filtering Mathematics - Probability porous media type equation |
| Zdroj: | Ann. Inst. H. Poincaré Probab. Statist. 53, no. 4 (2017), 2043-2073 |
| Popis: | 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 $\omega$, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion. Comment: arXiv admin note: substantial text overlap with arXiv:1404.5120 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|