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Localization of solutions to stochastic porous media equations: finite speed of propagation


 
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1. Title Title of document Localization of solutions to stochastic porous media equations: finite speed of propagation
 
2. Creator Author's name, affiliation, country Viorel Barbu; Al.I.Cuza University; Romania
 
2. Creator Author's name, affiliation, country Michael Roeckner; Bielefeld University; Germany
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Wiener process; porous media equation; energy method; stochastic flow
 
3. Subject Subject classification 60H15; 35R60
 
4. Description Abstract It is proved that the solutions to the slow diffusion stochastic porous media equation $dX-{\Delta}( |X|^{m-1}X )dt=\sigma(X)dW_t,$ $ 1< m\le 5,$ in $\mathcal{O}\subset\mathbb{R}^d,\ d=1,2,3,$ have the property of finite speed of propagation of disturbances for $\mathbb{P}\text{-a.s.}$ ${\omega}\in{\Omega}$ on a sufficiently small time interval $(0,t({\omega}))$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2012-01-29
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/1768
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-1768
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
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