Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs (Q1872333): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aop/1046294313 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2031242438 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3935745 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order PDE's in finite and infinite dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756186 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity for Infinite Dimensional Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On semi-martingale characterizations of functionals of symmetric Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-parameter Bessel processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-time existence for signed solutions of the heat equation with a noise term / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4227211 / rank
 
Normal rank
Property / cites work
 
Property / cites work: White noise driven quasilinear SPDEs with reflection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4284292 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the uniqueness of solutions of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration by parts on Bessel bridges and related stochastic partial differential equations / rank
 
Normal rank

Latest revision as of 14:54, 5 June 2024

scientific article
Language Label Description Also known as
English
Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
scientific article

    Statements

    Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs (English)
    0 references
    0 references
    6 May 2003
    0 references
    The author uses an integration by parts formula to study a white-noise driven semilinear partial differential equation on the spatial interval \([0,1]\) with Dirichlet boundary condition and with a singular drift of the form \(cu^3\), \(c> 0\). He proves existence and uniqueness of a nonnegative continuous adapted solution for every nonnegative coontinuous initial datum satisfying \(x(0)= x(1)= 0\). The ergodicity of the solution is also studied.
    0 references
    ergodicity
    0 references
    semilinear partial differential equation
    0 references
    Dirichlet boundary condition
    0 references
    nonnegative continuous adapted solution
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references