Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case.
septembre, 2011
Type de publication :
Article (revues avec comité de lecture)
Journal :
Probability Theory and Related Fields, vol. 151, 1-2, pp. 1-43
Editeur :
Springer
Lien externe :
HAL :
arXiv :
Mots clés :
Singular degenerate porous media type equation Probabilistic representation
Résumé :
We consider a possibly degenerate porous media type equation over all of {\mathbb 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.
BibTeX :
@article{Bar-Roc-Rus-2011, author={Viorel Barbu and Michael Röckner and Francesco Russo }, title={Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case. }, doi={10.1007/s00440-010-0291-x }, journal={Probability Theory and Related Fields }, year={2011 }, month={9}, volume={151, 1-2 }, pages={1--43}, }