The stochastic porous media equation in $\R^d$

Existence and uniqueness of solutions to the stochastic porous media equation $dX-\Dψ(X) dt=XdW$ in $\rr^d$ are studied. Here, $W$ is a Wiener process, $ψ$ is a maximal monotone graph in $\rr\times\rr$ such that $ψ(r)\le C|r|^m$, $\ff r\in\rr$, $W$ is a coloured Wiener process. In this general case ... View More