Nonlinear martingale problems involving singular integrals

DOI10.1016/S0022-1236(02)00068-XzbMATH Open1020.60095MaRDI QIDQ1874458FDOQ1874458

Authors: Joaquin Fontbona 

Publication date: 25 May 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

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zbMATH Keywords

singular integralsMcKean-Vlasov equationnonlinear martingale problemMonte-Carlo approximation

Mathematics Subject Classification ID

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

Cites Work

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• A nonlinear stochastic differential equation involving the Hilbert transform
• A trajectorial proof of the vortex method for the two-dimensional Navier-Stokes equation.
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Cited In (12)

• Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
• On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
• On singular integral and martingale transforms
• A random space-time birth particle method for 2d vortex equations with external field
• Stochastic McKean-Vlasov equations
• Title not available (Why is that?)
• Propagation of chaos for a class of first order models with singular mean field interactions
• Title not available (Why is that?)
• A Khasminskii type averaging principle for stochastic reaction-diffusion equations
• Strongly nonlinear stochastic processes in physics and the life sciences
• A probabilistic approach for nonlinear equations involving the fractional Laplacian and a singular operator
• A probabilistic interpretation and stochastic particle approximations of the 3-dimensional Navier-Stokes equations

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