A random change of variables and applications to the stochastic porous medium equation with multiplicative time noise
Author(s) -
Sergey V. Lototsky
Publication year - 2007
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.1.3.01
Subject(s) - multiplicative noise , porous medium , noise (video) , multiplicative function , statistical physics , mathematics , porosity , mathematical analysis , computer science , physics , materials science , telecommunications , artificial intelligence , composite material , image (mathematics) , signal transfer function , analog signal , transmission (telecommunications)
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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