Classical solutions for a logarithmic fractional diffusion equation

We prove global existence and uniqueness of strong solutions to the logarithmic porous medium type equation with fractional diffusion ?tu + (?)1/2 log(1 + u) = 0, posed for x ? R, with nonnegative initial data in some function space of LlogL type. The solutions are shown to become bounded and C? smooth in (x, t) for all positive times. We also reformulate this equation as a transport equation with nonlocal velocity and critical viscosity, a topic of current relevance. Interesting functional inequalities are involved.

On ergodic least-squares estimators of the generalized diffusion coefficient for fractional Brownian motion

We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion Bt of known Hurst index H, based on weighted functionals of the single time square displacement. We show that for a certain choice of the weight function these functionals possess an ergodic property and thus provide the true, ensemble-averaged, generalized diffusion coefficient to any necessary precision from a single trajectory data, but at expense of a progressively higher experimental resolution. Convergence is fastest around H ? 0.30, a value in the subdiffusive regime.