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

页码：185 / 203

页数：19

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