Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Probability Theory and Related Fields Année : 2011

Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case

Résumé

We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.
Fichier principal
Vignette du fichier
RoeckBarPorSentPTRF09.pdf (370.58 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

inria-00410248 , version 1 (18-08-2009)

Identifiants

Citer

Viorel Barbu, Michael Roeckner, Francesco Russo. Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case. Probability Theory and Related Fields, 2011, ⟨10.1007/s00440-010-0291-x⟩. ⟨inria-00410248⟩
338 Consultations
134 Téléchargements

Altmetric

Partager

More