Abstract
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with inhomogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic representation of the so-called Barenblatt's solution of the fast diffusion equation which is the partial differential equation $\partial_t u = \partial^2_{xx} u^m$ with $m\in]0,1[$. Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition.
Citation
Nadia Belaribi. Francesco Russo. "Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation." Electron. J. Probab. 17 1 - 28, 2012. https://doi.org/10.1214/EJP.v17-2349
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