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arxiv: 0707.3155 · v1 · submitted 2007-07-20 · 🧮 math.PR · math.AP

A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise

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keywords equationstochasticchangemediummultiplicativenoiseporousvariables
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A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium equation.

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