Weak Solutions to the Stochastic Porous Media Equation via Kolmogorov Equations: The Degenerate Case
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A stochastic version of the porous medium equation with coloured noise is studied. The corresponding Kolmogorov equation is solved in the space $L^2(H,ν)$ where $ν$ is an infinitesimally excessive measure. Then a weak solution is constructed.
21 pages; BiBoS-Preprint No. 04-10-161; publication in preparation
21 pages; BiBoS-Preprint No. 04-10-161; publication in preparation