A QUASI-LINEAR STOCHASTIC FOKKER–PLANCK EQUATION IN σ-FINITE MEASURES

DOI10.1142/S021949370800241XzbMath1158.60026OpenAlexW2081895624MaRDI QIDQ3548299

Peter M. Kotelenez

Publication date: 11 December 2008

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021949370800241x

zbMATH Keywords

stochastic partial differential equationsrandom fieldsstochastic flows

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Particle representations for a class of nonlinear SPDEs
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
• Stochastic partial differential equations for a class of interacting measure-valued diffusions
• Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
• FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS

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