Article ID Journal Published Year Pages File Type
1155598 Stochastic Processes and their Applications 2013 43 Pages PDF
Abstract

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic solution which is well suited for degenerate parabolic problems and supplies a good technical framework to prove the comparison principle. The proof of existence is based on the vanishing viscosity method: the solution is obtained by a compactness argument as the limit of solutions of nondegenerate approximations.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
,