Gradient estimates for porous medium and fast diffusion equations via FBSDE approach
Ying Hu, Zhongmin Qian, Zichen Zhang · 2012
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).