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Probabilistic representation for solutions of an irregular porous media type equation

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 نشر من قبل Francesco Russo
 تاريخ النشر 2009
  مجال البحث
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We consider a porous media type equation over all of $R^d$ 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. One of the main analytic ingredients of the proof, is a new result on uniqueness of distributional solutions of a linear PDE on $R^1$ with non-continuous coefficients.

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