A distribution-function-valued SPDE and its applications
DOI10.1016/j.jde.2016.10.009zbMath1358.60074arXiv1603.05872OpenAlexW2963193310MaRDI QIDQ340358
Xu Yang, Li Wang, Xiao-Wen Zhou
Publication date: 14 November 2016
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.05872
super-Brownian motionFleming-Viot processstochastic partial differential equationmartingale problempathwise uniquenessinteracting superprocesses
Strong limit theorems (60F15) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Superprocesses (60J68)
Related Items (2)
Cites Work
- Unnamed Item
- Well-posedness of the martingale problem for superprocess with interaction
- Superprocesses with interaction and immigration
- New results on pathwise uniqueness for the heat equation with colored noise
- Stochastic equations, flows and measure-valued processes
- Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
- Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
- Martingale measures and stochastic calculus
- An \(\infty\)-dimensional inhomogeneous Langevin's equation
- Stochastic partial differential equations for some measure-valued diffusions
- One dimensional stochastic partial differential equations and the branching measure diffusion
- Stochastic partial differential equation driven by stable noise
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
- Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
- Super-Brownian motion as the unique strong solution to an SPDE
- Stochastic equations of super-Lévy processes with general branching mechanism
- Super Brownian motion with interactions.
- Measure-Valued Branching Markov Processes
- Interacting measure branching processes. Some bounds for the support
- Three Classes of Nonlinear Stochastic Partial Differential Equations
- Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
This page was built for publication: A distribution-function-valued SPDE and its applications