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

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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 languageEnglish
Pages (from-to)1-43
Number of pages43
JournalProbability Theory and Related Fields
Volume151
Issue number1
DOIs
Publication statusPublished - 1 Oct 2011

Keywords

  • Probabilistic representation
  • Singular degenerate porous media type equation

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