Highly Influenced

@inproceedings{Jourdain2000ProbabilisticAF, title={Probabilistic approximation for a porous medium equation}, author={Benjamin Jourdain}, year={2000} }

- Published 2000

In this paper, we are interested in the one-dimensional porous medium equation when the initial condition is the distribution function of a probability measure. We associate a nonlinear martingale problem with it. After proving uniqueness for the martingale problem, we show existence owing to a propagation of chaos result for a system of weakly interacting di usion processes. The particle system obtained by increasing reordering from these di usions is proved to solve a stochastic di erential… CONTINUE READING