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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 3, Pages 610–614 (Mi tvp212)

This article is cited in 4 papers

Short Communications

$d$-dimensional pressureless Gas equations

A. Dermoune

University of Sciences and Technologies

Abstract: Let $x\in R^d\to u(x,0)$ be a continuous bounded function and $\rho(dx,0)$ a probability measure on $R^d$. For all random variables $X_0$ with probability distribution $\rho(dx,0)$, we show that the stochastic differential equation (SDE)
$$ X_t = X_0 + \int_0^t E\big[u(X_0,0)\,|\, X_s\big]\,ds,\qquad t\ge 0, $$
has a solution which is a $\sigma(X_0)$-measurable Markov process. We derive a weak solution for the pressureless gas equation for $d \ge 1$, with initial distribution of masses $\rho(dx,0)$ and initial velocity $u(\cdot,0)$. We show for $d = 1$ the existence of a unique Markov process $(X_t)$ solution of our SDE.

Keywords: pressureless gas equations, variational principles.

Received: 10.10.2001

Language: English

DOI: 10.4213/tvp212


 English version:
Theory of Probability and its Applications, 2005, 49:3, 540–545

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