Interacting diffusions approximating the porous medium equation and propagation of chaos

Robert Philipowski

Stochastic Processes and their Applications, 2007, vol. 117, issue 4, 526-538

Abstract: We study a system of interacting diffusions and show that for a large number of particles its empirical measure approximates the solution of the porous medium equation. Furthermore we prove propagation of chaos.

Keywords: Porous; medium; equation; Interacting; diffusion; processes; Propagation; of; chaos (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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