On a class of SPDEs called Brownian particle equation – Model for nonlinear diffusions

DOI10.1515/MCMA.2001.7.3-4.321zbMath0979.60048OpenAlexW2056356469MaRDI QIDQ2732328

Shigeyoshi Ogawa

Publication date: 3 February 2002

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2001.7.3-4.321

zbMATH Keywords

Cauchy problemGaussian white noisemethod of characteristicsstochastic partial differential equationnonlinear diffusionBrownian particle equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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