Stochastic Generalized Porous Media Equations with Reflection

2013/04/03 by Michael Röckner, Feng-Yu Wang, Röckner, Michael +3
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1304.0818

22 pages

arxiv created 2013/04/03 · arxiv updated 2013/04/04

Abstract

A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous media equations, which are interesting by themselves. Invariant probability measures and ergodicity of the solution are also investigated.

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