Particle representations for stochastic partial differential equations with boundary conditions
DOI10.1214/18-EJP186zbMath1430.60054arXiv1607.08909MaRDI QIDQ1663890
Thomas G. Kurtz, Christopher Janjigian, Dan Crisan
Publication date: 24 August 2018
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.08909
stochastic partial differential equationsinteracting particle systemsstochastic Allen-Cahn equationdiffusions with reflecting boundaryEuclidean quantum field theory equation with quartic interaction
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) (L^p)-limit theorems (60F25)
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Cites Work
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