Stochastic Generalized Porous Media Equations with Reflection
Michael R\"ockner, Feng-Yu Wang, Tusheng Zhang

TL;DR
This paper constructs a non-negative Markovian solution for stochastic generalized porous media equations with reflection, establishing regularity, comparison principles, and analyzing invariant measures and ergodicity.
Contribution
It introduces a novel approach to solving stochastic porous media equations with reflection, including regularity results and ergodic properties.
Findings
Constructed a non-negative Markovian solution.
Proved regularity properties and comparison theorem.
Analyzed invariant measures and ergodicity.
Abstract
A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a comparison theorem are proved for stochastic generalized porous media equations, which are interesting by themselves. Invariant probability measures and ergodicity of the solution are also investigated.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · advanced mathematical theories
