Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case

Details Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case

2005-12-13

arxiv.org/abs/math/0512266v1

Mathematics

Probability

21 pages; BiBoS-Preprint No. 04-10-161; publication in preparation

Scientific paper

A stochastic version of the porous medium equation with coloured noise is
studied. The corresponding Kolmogorov equation is solved in the space
$L^2(H,\nu)$ where $\nu$ is an infinitesimally excessive measure. Then a weak
solution is constructed.

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