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Article Dans Une Revue Stochastic Processes and their Applications Année : 2013

Degenerate parabolic SPDEs

Résumé

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.
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Dates et versions

hal-00668298 , version 1 (09-02-2012)

Identifiants

Citer

Martina Hofmanova. Degenerate parabolic SPDEs. Stochastic Processes and their Applications, 2013, 123 (12), pp.4294-4336. ⟨10.1016/j.spa.2013.06.015⟩. ⟨hal-00668298⟩
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