Localization of solutions to stochastic porous media equations: finite speed of propagation

被引：9
|
作者：
Barbu, Viorel [1 ,2 ]
Roeckner, Michael [3 ]
机构：
[1] Alexandru Ioan Cuza Univ, Iasi, Romania
[2] Octav Mayer Inst, Iasi, Romania
[3] Univ Bielefeld, Bielefeld, Germany
来源：
ELECTRONIC JOURNAL OF PROBABILITY | 2012年 / 17卷
关键词：
Wiener process; porous media equation; energy method; stochastic flow; UNIQUENESS; EXISTENCE;
D O I：
10.1214/EJP.v17-1768
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It is proved that the solutions to the slow diffusion stochastic porous media equation dX - Delta (vertical bar X vertical bar(m-1) X)dt = sigma(X)dW(t), 1 < m <= 5, in O subset of R-d, d = 1, 2, 3, have the property of finite speed of propagation of disturbances for P-a.s. omega is an element of Omega on a sufficiently small time interval (0, t (omega))
引用
收藏
页码：1 / 11
页数：11
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