About Fokker-Planck equation with measurable coefficients: application to the fast diffusion equation
نویسندگان
چکیده
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 ∂tu = ∂ 2 xx u with m ∈ (0, 1). Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition.
منابع مشابه
Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation
The object of this paper is the uniqueness for a d-dimensional Fokker-Planck type equation with inhomogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic representation of the so-called Barenblatt’s solution of the fast diffusion equation which is the partial differential equation ∂tu = ∂ 2 xxu m with m ∈]0, 1[. Together...
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