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

DOI10.1007/s00440-010-0291-xzbMath1227.60088arXiv0908.2701OpenAlexW3098762811MaRDI QIDQ644786

Francesco Russo, Michael Roeckner, Viorel Barbu

Publication date: 7 November 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2701

zbMATH Keywords

probabilistic representationsingular degenerate porous media type equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65) Martingales and classical analysis (60G46) Representations of solutions to partial differential equations (35C99)

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Cites Work

• Stochastic porous media equations and self-organized criticality
• Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
• Nonlinear evolution equations in an arbitrary Banach space
• On the relation of the operator \(\partial/\partial s+partial/\tau\) to evolution governed by accretive operators
• Uniqueness of solutions of the initial-value problem for \(u_t- \Delta\varphi (u)=0\)
• Propagation of chaos and fluctuations for a moderate model with smooth initial data
• Analysis and control of nonlinear infinite dimensional systems
• Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995
• Self-organized criticality via stochastic partial differential equations
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