Doubly probabilistic representation for the stochastic porous media type equation

preprint2016arXivOpen access

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 ωω, one associates a stochastic differential equation in law with random coefficients, driven by an independent Brownian motion.

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