Brownian-time Brownian motion SIEs on \(\mathbb{R}_{+} \times \mathbb{R}^d\): ultra regular direct and lattice-limits solutions and fourth-order SPDEs links
DOI10.3934/dcds.2013.33.413zbMath1282.60062arXiv0708.3419MaRDI QIDQ1946303
Publication date: 19 April 2013
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.3419
Brownian-time processes; fourth-order SPDEs; \(K\)-martingale approach; 2-Brownian-times Brownian motion; 2-Brownian-times random walk; Brownian-time chains; Brownian-time random walks; BTBM SIEs; BTP SIEs; BTRW SIEs; BTRW SIEs limits solutions; discretized SPDEs; kernel stochastic integral equation; lattice limit solutions; multiscales approach
60J65: Brownian motion
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J45: Probabilistic potential theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60J35: Transition functions, generators and resolvents
60H20: Stochastic integral equations
35R11: Fractional partial differential equations
45H05: Integral equations with miscellaneous special kernels
45R05: Random integral equations
35G99: General higher-order partial differential equations and systems of higher-order partial differential equations
