A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise

A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium equation

An Asymptotic Comparison of Two Time-homogeneous PAM Models

Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e^2 and is non-random.Comment: 12 page