Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155598 | Stochastic Processes and their Applications | 2013 | 43 Pages |
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
Martina Hofmanová,