About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation
Probability
2012-09-19 v2
Abstract
The object of this paper is the uniqueness for a -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 with . Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition
Keywords
Cite
@article{arxiv.1111.6458,
title = {About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation},
author = {Nadia Belaribi and Francesco Russo},
journal= {arXiv preprint arXiv:1111.6458},
year = {2012}
}