Mathematics – Probability
Scientific paper
2006-02-17
Mathematics
Probability
36 pages, BiBoS-Preprint No. 06-02-205
Scientific paper
We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are studied for $\sigma$-finite reference measures, where the drift term is given by a negative definite operator acting on a time-dependent function, which belongs to a large class of functions comparable with the so-called $N$-functions in the theory of Orlicz spaces.
Ren Jiagang
Röckner Michael
Wang Feng-Yu
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