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Stochastic generalized porous media and fast diffusion equations |
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| Authors: | Jiagang Ren Feng-Yu Wang |
| Institution: | a School of Mathematics and Computational Science, Zhongshan University, Guangzhou, Guangdong 510275, China b Departments of Mathematics and Statistics, Purdue University, West Lafayette, IN 47907, USA c School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China |
| 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 σ-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. |
| Keywords: | 76S05 60H15 |
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