Convergence to the viscous porous medium equation and propagation of chaos

被引：0
|
作者：
Figalli, Alessio [1 ]
Philipowski, Robert [2 ]
机构：
[1] Univ Nice Sophia Antipolis, Lab JA Dieudonne, CNRS, UMR 6621, F-06108 Nice 02, France
[2] Ecole Normale Super Lyon, Unite Math Pures & Appl, F-69364 Lyon 07, France
来源：
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2008年 / 4卷
关键词：
Nonlinear stochastic differential equations; Viscous porous medium equation; Interacting particle systems;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We study a sequence of nonlinear stochastic differential equations and show that the distributions of the solutions converge to the solution of the viscous porous medium equation with exponent m > 1, generalizing the results of Oelschlager (2001) and Philipowski (2006) which concern the case m = 2. Furthermore we explain how to apply this result to the study of interacting particle systems.
引用
收藏
页码：185 / 203
页数：19
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