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

DOI10.1007/s00440-010-0291-xzbMath1227.60088arXiv0908.2701MaRDI 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 representation; singular degenerate porous media type equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

58J65: Diffusion processes and stochastic analysis on manifolds

60G46: Martingales and classical analysis

35C99: Representations of solutions to partial differential equations

Related Items

A probabilistic algorithm approximating solutions of a singular PDE of porous media type, Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation, On a random scaled porous media equation, From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE, Doubly probabilistic representation for the stochastic porous media type equation, Stochastic porous media equations in \(\mathbb R^d\), Probabilistic representation for solutions of an irregular porous media type equation, Superposition principle for non-local Fokker-Planck-Kolmogorov operators, Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations, Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations

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