Uniqueness for Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation
2012
Publication type:
Paper in peer-reviewed journals
Journal:
Electronic Journal in Probability, vol. 17 (84), pp. 1-28
ISBN:
ISSN: 1083-6489
DOI:
HAL:
arXiv:
Abstract:
The object of this paper is the uniqueness
for a $d$-dimensional Fokker-Planck type equation with
non-homogeneous (possibly degenerated)
measurable not necessarily bounded
coefficients. We provide an application to the
probabilistic representation of the so called Barenblatt solution
of the fast diffusion equation which is
the partial differential equation
$\partial_t u = \partial^2_{xx} u^m$ with $m\in(0,1)$.
Together with the mentioned Fokker-Planck equation,
we make use of small
time density estimates uniformly with respect to the initial condition.
BibTeX:
@article{Bel-Rus-2012, author={Nadia Belaribi and Francesco Russo }, title={Uniqueness for Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation }, doi={10.1214/EJP.v17-2349 }, journal={Electronic Journal in Probability }, year={2012 }, volume={17 (84) }, pages={1--28}, }