Probabilistic representation for solutions of an irregular porous media type equation
DOI10.1214/10-AOP526zbMath1202.60111arXiv0805.2383MaRDI QIDQ1958461
Philippe Blanchard, Francesco Russo, Michael Roeckner
Publication date: 29 September 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.2383
Green functionnonlinear diffusionprobabilistic representationexistence and uniqueness resultdegenerate casesingular porous media type equationself-organized criticality (SOC)
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)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case
- 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 \(u_t- \Delta\varphi (u)=0\)
- Analysis and control of nonlinear infinite dimensional systems
- Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
- Probabilistic approximation for a porous medium equation.
- 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
- Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
- ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
- On one-dimensional stochastic differential equations without drift and with time-dependent diffusion coefficients
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- On weak solutions of one-dimensional SDEs with time-dependent coefficients