Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations

Conrado da Costa*, Bernardo Freitas Paulo da Costa, Daniel Valesin

*Corresponding author voor dit werk

OnderzoeksoutputAcademicpeer review

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Samenvatting

We establish the existence of solutions to a class of nonlinear stochastic differential equations of reaction–diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the scaling limit of a sequence of interacting particle systems and satisfies the martingale problem corresponding to the target differential equation.

Originele taal-2English
Pagina's (van-tot)1059–1087
Aantal pagina's29
TijdschriftJournal of theoretical probability
Volume36
Vroegere onlinedatum8-aug.-2022
DOI's
StatusPublished - jun.-2023

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