Hilbert-Space-Valued Super-Brownian Motion and Related Evolution Equations

Hilbert-Space-Valued Super-Brownian Motion and Related Evolution Equations A stochastic partial differential equation in which the square root of the solution appears as the diffusion coefficient is studied as a particular case of stochastic evolution equations. Weak existence of a solution is proved by the Euler approximation scheme. The super-Brownian motion on [0, 1] is also studied as a Hilbert-space-valued equation. In this set up, weak existence, pathwise uniqueness, and positivity of solutions are obtained in any dimension d . http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Hilbert-Space-Valued Super-Brownian Motion and Related Evolution Equations

Loading next page...
 
/lp/springer_journal/hilbert-space-valued-super-brownian-motion-and-related-evolution-RSxN9lP5YB
Publisher
Springer-Verlag
Copyright
Copyright © Inc. by 2000 Springer-Verlag New York
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s002459911008
Publisher site
See Article on Publisher Site

Abstract

A stochastic partial differential equation in which the square root of the solution appears as the diffusion coefficient is studied as a particular case of stochastic evolution equations. Weak existence of a solution is proved by the Euler approximation scheme. The super-Brownian motion on [0, 1] is also studied as a Hilbert-space-valued equation. In this set up, weak existence, pathwise uniqueness, and positivity of solutions are obtained in any dimension d .

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Jun 1, 2008

There are no references for this article.

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Search

Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly

Organize

Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.

Access

Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve

Freelancer

DeepDyve

Pro

Price

FREE

$49/month
$360/year

Save searches from
Google Scholar,
PubMed

Create lists to
organize your research

Export lists, citations

Read DeepDyve articles

Abstract access only

Unlimited access to over
18 million full-text articles

Print

20 pages / month

PDF Discount

20% off