A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.

The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by a multiplicative colored noise. For almost all random realizations $\omega$, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion. The key ingredient is a uniqueness lemma for a linear SPDE of Fokker-Planck type with measurable bounded (possibly degenerated) random coefficients.

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Additional Info

Field Value
Source https://inria.hal.science/hal-00981113
Author Barbu, Viorel, Röckner, Michael, Russo, Francesco
Maintainer CCSD
Last Updated May 5, 2026, 13:57 (UTC)
Created May 5, 2026, 13:57 (UTC)
Identifier hal-00981113
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Romanian Academy [IASI]
creator Barbu, Viorel
date 2014-04-20T00:00:00
harvest_object_id 977344a7-a0b6-46ce-a031-72c57db9bbf6
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-12-04T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1404.5120
set_spec type:UNDEFINED