Abstract
We consider a possibly degenerate porous media type equation over all of ℝd with d = 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. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.
| Original language | English |
|---|---|
| Pages (from-to) | 1-43 |
| Number of pages | 43 |
| Journal | Probability Theory and Related Fields |
| Volume | 151 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Oct 2011 |
Keywords
- Probabilistic representation
- Singular degenerate porous media type equation
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