Nonlinear martingale problems involving singular integrals

DOI10.1016/S0022-1236(02)00068-XzbMath1020.60095MaRDI QIDQ1874458

Joaquin Fontbona

Publication date: 25 May 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

singular integralsMcKean-Vlasov equationnonlinear martingale problemMonte-Carlo approximation

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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A Khasminskii type averaging principle for stochastic reaction-diffusion equations ⋮ On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion ⋮ Strongly nonlinear stochastic processes in physics and the life sciences ⋮ Propagation of Chaos for a Class of First Order Models with Singular Mean Field Interactions ⋮ A random space-time birth particle method for 2d vortex equations with external field ⋮ Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion ⋮ A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator ⋮ A probabilistic interpretation and stochastic particle approximations of the 3-dimensional Navier-Stokes equations

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