Localization of solutions to stochastic porous media equations: finite speed of propagation
Barbu, Viorel
Barbu
Viorel
Röckner, Michael
Röckner
Michael
It is proved that the solutions to the slow diffusion stochastic porous media equation dX - Delta (vertical bar X vertical bar(m-1) X)dt = sigma(X)dW(t), 1 < m <= 5, in O subset of R-d, d = 1, 2, 3, have the property of finite speed of propagation of disturbances for P-a.s. omega is an element of Omega on a sufficiently small time interval (0, t (omega))
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Univ. of Washington, Mathematics Dep.
2012