Uniqueness for a class of stochastic Fokker-Planck and porous media equations
Abstract
The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.
- Publication:
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arXiv e-prints
- Pub Date:
- September 2016
- arXiv:
- arXiv:1609.00165
- Bibcode:
- 2016arXiv160900165R
- Keywords:
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- Mathematics - Probability
- E-Print:
- arXiv admin note: text overlap with arXiv:1404.5120