Linear parabolic differential equations as limits of space-time jump Markov processes

DOI10.1016/0022-247X(86)90045-4zbMath0605.60039MaRDI QIDQ1083754

Peter M. Kotelenez

Publication date: 1986

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

thermodynamic limitfunctional limit theoremchemical reaction-diffusion systemsdistribution valued generalized Ornstein-Uhlenbeckmild solution of stochastic partial differential equation

Mathematics Subject Classification ID

Related Items (8)

High density limit theorems for nonlinear chemical reactions with diffusion ⋮ Comparison between the deterministic and stochastic models of nonlocal diffusion ⋮ A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces ⋮ White noise in space and time and the cylindrical wiener process ⋮ White noise in space and time and the cylindrical wiener process ⋮ Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology

Cites Work

• Continuity properties of Hilbert space valued martingales
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• Semimartingales: A course on stochastic processes
• Stochastic evolution equations and related measure processes
• Gaussian measures in Banach spaces
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations
• Deterministic limit of the stochastic model of chemical reactions with diffusion
• A submartingale type inequality with applicatinos to stochastic evolution equations
• Limit theorems for the motion of a Poisson system of independent Markovian particles with high density
• Equivalent Norms for Sobolev Spaces
• Limit theorems for sequences of jump Markov processes approximating ordinary differential processes
• On the path regularity of a stochastic process in a hilbert space, defined by the ito integral
• Stochastic evolution equations
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