Strong solutions for stochastic porous media equations with jumps
Viorel Barbu, Carlo Marinelli

TL;DR
This paper establishes the existence and uniqueness of strong solutions for a class of stochastic porous media equations influenced by jump processes, advancing understanding of their mathematical properties.
Contribution
It introduces a novel proof of global well-posedness for stochastic porous media equations driven by jump martingales, extending previous results to more general stochastic influences.
Findings
Proved global existence and uniqueness of strong solutions.
Extended well-posedness results to equations with jump noise.
Provided a framework for analyzing stochastic porous media with jumps.
Abstract
We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by square integrable martingales with stationary independent increments.
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Taxonomy
TopicsStochastic processes and financial applications · Navier-Stokes equation solutions · Nonlinear Partial Differential Equations
