pith. sign in

arxiv: math/0602369 · v1 · submitted 2006-02-17 · 🧮 math.PR

Stochastic Generalized Porous Media and Fast Diffusion Equations

classification 🧮 math.PR
keywords equationsstochasticdiffusionfastfunctionsgeneralizedmediaporous
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.