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Convergence to the viscous porous medium equa-tion and propagation of chaos
2008
Alea
unpublished
Preserved Fulltext
We study a sequence of nonlinear stochastic differential equations and show that the distributions of the solutions converge to the solution of the vis-cous porous medium equation with exponent m > 1, generalizing the results of Oelschläger (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.
fatcat:v4rad4eg7ja3rcs2h5dp2caz24