Particle representations for a class of nonlinear SPDEs

DOI10.1016/S0304-4149(99)00024-1zbMath0996.60071MaRDI QIDQ1613628

Thomas G. Kurtz, Jie Xiong

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equations; McKean-Vlasov equations; particle representations

Mathematics Subject Classification ID

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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