Article ID Journal Published Year Pages File Type
1156292 Stochastic Processes and their Applications 2007 13 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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Interacting diffusions approximating the porous medium equation and propagation of chaos
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