Uniqueness for a class of stochastic Fokker-Planck and porous media equations

Michael Röckner; Francesco Russo

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arXiv · 1609.00165

Uniqueness for a class of stochastic Fokker-Planck and porous media equations

Michael Röckner·Francesco Russo

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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.

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Michael Röckner, Francesco Russo. 2016-09-01. Uniqueness for a class of stochastic Fokker-Planck and porous media equations. https://arxiv.org/abs/1609.00165

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