About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation

Nadia Belaribi 1, 2 Francesco Russo 1, 3, *
* Corresponding author
3 MATHFI - Financial mathematics
Inria Paris-Rocquencourt, ENPC - École des Ponts ParisTech, UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12
Abstract : The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic representation of the so called Barenblatt solution of the fast diffusion equation which is the partial differential equation $\partial_t u = \partial^2_{xx} u^m$ with $m\in(0,1)$. Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition
Document type :
Preprints, Working Papers, ...
Complete list of metadatas

Cited literature [33 references]  Display  Hide  Download

https://hal.inria.fr/hal-00645483
Contributor : Francesco Russo <>
Submitted on : Monday, September 17, 2012 - 7:56:42 PM
Last modification on : Wednesday, November 20, 2019 - 2:10:53 AM
Long-term archiving on: Friday, December 16, 2016 - 2:20:12 PM

Files

BelaribiRussoEJP.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00645483, version 2
  • ARXIV : 1111.6458

Citation

Nadia Belaribi, Francesco Russo. About Fokker-Planck equation with measurable coefficients and applications to the fast diffusion equation. 2012. ⟨hal-00645483v2⟩

Share

Metrics

Record views

556

Files downloads

1021