One-dimensional heat equation with discontinuous conductance

DOI10.1007/s11425-014-4912-1zbMath1322.60129arXiv1312.7396OpenAlexW2270405214MaRDI QIDQ2018910

Zhen-Qing Chen, Mounir Zili

Publication date: 26 March 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.7396

zbMATH Keywords

stochastic differential equationasymptotic expansionheat kernelstrong solutionskew Brownian motionone-dimensional heat equationsemimartingale local timediscontinuous conductance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Local time and additive functionals (60J55) Second-order parabolic equations (35K10) Heat kernel (35K08)

Related Items (9)

Fechner’s Distribution and Connections to Skew Brownian Motion ⋮ A central limit theorem, loss aversion and multi-armed bandits ⋮ Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation ⋮ Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise ⋮ On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity ⋮ Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients ⋮ Fractional stochastic heat equation with piecewise constant coefficients ⋮ One-dimensional stochastic heat equation with discontinuous conductance ⋮ Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

Cites Work

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