Stochastic partial differential equations for a class of interacting measure-valued diffusions (Q1978132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic partial differential equations for a class of interacting measure-valued diffusions |
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Stochastic partial differential equations for a class of interacting measure-valued diffusions (English)
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3 December 2001
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There are investigated interacting branching measure-valued diffusions (IBMDs), which are solutions to the well-posed martingale problem. A new class of stochastic partial differential equations (based on two orthogonal \({\mathcal S}'(R)\)-valued cylindrical Brownian motions) for the density process associated with such IBMDs (when these densities exist) is introduced.
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stochastic partial differential equation
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measure-valued processes
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cylindrical Brownian motion
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