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arxiv: 0908.2701 · v1 · pith:NYULA5XMnew · submitted 2009-08-19 · 🧮 math.PR

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

classification 🧮 math.PR
keywords equationcoefficientsdegeneratemediamonotoneporousprobabilisticrepresentation
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We consider a possibly degenerate 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. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.

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