A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise

2007/07/20 by Sergey V. Lototsky, Lototsky, S. V.
Computer Science · Economics, Econometrics and Finance · Mathematics · #35R60 #60H15 #76S05 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Numerical methods in inverse problems #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.0707.3155

openalex publication_date 2007/07/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium equation.

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