A stochastic differential equation arising from the vortex problem
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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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- scientific article; zbMATH DE number 140596
Cites work
Cited in
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- scientific article; zbMATH DE number 140596 (Why is no real title available?)
- scientific article; zbMATH DE number 515791 (Why is no real title available?)
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