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：

Journal of Theoretical Probability | 2023年 / 36卷

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

页码：1059 / 1087

页数：28

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