Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links

DOI10.3934/dcds.2013.33.413zbMath1282.60062arXiv0708.3419OpenAlexW2331823651MaRDI QIDQ1946303

Hassan Allouba

Publication date: 19 April 2013

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3419

zbMATH Keywords

Brownian-time processesfourth-order SPDEs\(K\)-martingale approach2-Brownian-times Brownian motion2-Brownian-times random walkBrownian-time chainsBrownian-time random walksBTBM SIEsBTP SIEsBTRW SIEsBTRW SIEs limits solutionsdiscretized SPDEskernel stochastic integral equationlattice limit solutionsmultiscales approach

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic potential theory (60J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20) Fractional partial differential equations (35R11) Integral equations with miscellaneous special kernels (45H05) Random integral equations (45R05) General higher-order partial differential equations and systems of higher-order partial differential equations (35G99)

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