A stochastic differential equation arising from the vortex problem (Q1081962): Difference between revisions
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| Property / cites work: On the vortex flow in bounded domains / rank | |||
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| Property / cites work: Diffusion processes with generators of generalized divergence form / rank | |||
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| Property / cites work: On the existence and uniqueness of SDE describing an n-particle system interacting via a singular potential / rank | |||
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Latest revision as of 15:20, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic differential equation arising from the vortex problem |
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A stochastic differential equation arising from the vortex problem (English)
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1985
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This paper is concerned with the solution of a stochastic differential equation which represents the vortex flow in the whole plane. Known results for partial differential equations are inapplicable in view of the fact that a log-type singularity is present in this problem. The author solves the given equation by noting that its generator is a differential operator of a generalized divergence form.
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vortex flow
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