| HAL: hal-00705097, version 1 |
| arXiv: 1206.1394 |
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| Gradient estimates for porous medium and fast diffusion equations via FBSDE approach |
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| Ying Hu 1Zhongmin Qian 2 |
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| (2012-06-06) |
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| In this paper, we establish several gradient estimates for the positive solution of Porous Medium Equations (PMEs) and Fast Diffusion Equations (FDEs). Our proof is probabilistic and uses martingale techniques and Forward and Backward Stochastic Differential Equations (FBSDEs). |
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| 1: | Institut de Recherche Mathématique de Rennes (IRMAR) |
| CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne | |
| 2: | Mathematical Institute [Oxford] (MI) |
| University of Oxford | |
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| Processus stochastiques |
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| Subject | : | Mathematics/Probability Mathematics/Analysis of PDEs |
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| hal-00705097, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00705097 | |
| oai:hal.archives-ouvertes.fr:hal-00705097 | |
| From: Ying Hu | |
| Submitted on: Wednesday, 6 June 2012 18:12:24 | |
| Updated on: Tuesday, 11 September 2012 11:48:25 | |