Derivation of SPDEs for Correlated Random Walk Transport Models in One and Two Dimensions

DOI10.1080/07362994.2012.649634zbMath1246.82089OpenAlexW2092550564MaRDI QIDQ2905352

Ummugul Bulut, Edward J. Allen

Publication date: 27 August 2012

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

Full work available at URL: https://doi.org/10.1080/07362994.2012.649634

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transport processes in time-dependent statistical mechanics (82C70) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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