Stochastic PDE from the Point of View of Particle Systems and Duality

DOI10.1007/978-3-0348-0909-2_10zbMath1333.60141OpenAlexW2463635872MaRDI QIDQ5743945

Carl E. Mueller

Publication date: 9 February 2016

Published in: Stochastic Analysis: A Series of Lectures (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0909-2_10

zbMATH Keywords

heat equationdualitywhite noiseparabolic stochastic partial differential equationsparticle systemssuperprocesses

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Superprocesses (60J68)

Related Items (2)

Stochastic PDEs with heavy-tailed noise ⋮ Orthogonal intertwiners for infinite particle systems in the continuum

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