EXISTENCE OF STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATION UNDER GENERAL MONOTONICITY CONDITIONS
成果类型：
Article
署名作者：
Barbu, Viorel; Da Prato, Giuseppe; Roeckner, Michael
署名单位：
Alexandru Ioan Cuza University; Scuola Normale Superiore di Pisa; University of Bielefeld; Purdue University System; Purdue University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/08-AOP408
发表日期：
2009
页码：
428-452
关键词：
摘要：
This paper addresses the existence and uniqueness of strong solutions to stochasic porous media equations dX - Delta Psi(X)dt = B(X)dW(t) in bounded domains of R-d with Dirichlet boundary conditions. Here Psi is a maximal monotone graph in R x R (possibly multivalued) with the domain and range all of R. Compared with the existing literature on stochastic porous media equations, no growth condition on Psi is assumed and the diffusion coefficient Psi might be multivalued and discontinuous. The latter case is encountered in stochastic models for self-organized criticality or phase transition.