Eventi

6 Febbraio, 2013 11:00 in punto
Sezione di Probabilità e Statistica Matematica

Gradient estimates for porous medium and fast diffusion equations via FBSDE approach

Ying Hu, IRMAR - Université de Rennes 1
Aula 3014 del Dipartimento di Matematica e Applicazioni dell Università di Milano-Bicocca
Abstract

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).