Abstract
The purpose of this paper consists of proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated microscopic diffusion. The main idea is to construct a stochastic differential equation with reflection, which has a solution in law and whose marginal law densities provide the unique solution of the porous media type equation.
| Original language | English |
|---|---|
| Pages (from-to) | 181-200 |
| Number of pages | 20 |
| Journal | Differential and Integral Equations |
| Volume | 27 |
| Issue number | 1-2 |
| Publication status | Published - 1 Jan 2014 |
Fingerprint
Dive into the research topics of 'Probabilistic representation for solutions of a porous media type equation with neumann boundary condition: The case of the half-line'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver