Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations

被引:0
|
作者
Conrado da Costa
Bernardo Freitas Paulo da Costa
Daniel Valesin
机构
[1] Mathematical Sciences & Computer Science Building,Department of Mathematical Sciences, Durham University
[2] Universidade Federal do Rio de Janeiro,Instituto de Matemática
[3] Centro de Tecnologia Bloco C - Av. Athos da Silveira Ramos,Bernoulli Institute
[4] University of Groningen,undefined
来源
关键词
Reaction–diffusion models; Scaling limits of particle systems; Martingale problems; Thermodynamic limit; 60J25; 60H10; 60K35; 82B20;
D O I
暂无
中图分类号
学科分类号
摘要
We establish the existence of solutions to a class of nonlinear stochastic differential equations of reaction–diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the scaling limit of a sequence of interacting particle systems and satisfies the martingale problem corresponding to the target differential equation.
引用
收藏
页码:1059 / 1087
页数:28
相关论文
共 50 条