English

Probabilistic representation for solutions of an irregular porous media type equation

Probability 2009-12-02 v2

Abstract

We consider a porous media type equation over all of Rd\R^d with d=1d = 1, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. One of the main analytic ingredients of the proof, is a new result on uniqueness of distributional solutions of a linear PDE on R1\R^1 with non-continuous coefficients.

Keywords

Cite

@article{arxiv.0805.2383,
  title  = {Probabilistic representation for solutions of an irregular porous media type equation},
  author = {Philippe Blanchard and Michael Röckner and Francesco Russo},
  journal= {arXiv preprint arXiv:0805.2383},
  year   = {2009}
}

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39 pages