A pure jump Markov process associated with Smoluchowski's coagulation equation

DOI10.1214/aop/1039548371zbMath1018.60067OpenAlexW1994094057WikidataQ60920743 ScholiaQ60920743MaRDI QIDQ1872308

Nicolas Fournier, Etienne Tanré, Madalina Deaconu

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1039548371

zbMATH Keywords

Poisson measurenonlinear stochastic differential equationSmoluchowski's coagulation equation

Mathematics Subject Classification ID

Related Items (7)

Eternal solutions to Smoluchowski's coagulation equation with additive kernel and their probabilistic interpretations ⋮ Stochastic, analytic and numerical aspects of coagulation processes. ⋮ Stochastic weighted particle methods for population balance equations ⋮ Branching processes for the fragmentation equation ⋮ A spatially homogeneous Boltzmann equation for elastic, inelastic and coalescing collisions ⋮ Explosion phenomena in stochastic coagulation-fragmentation models ⋮ On long time behavior of some coagulation processes.

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