Hilbert-space-valued super-Brownian motion and related evolution equations

DOI10.1007/S002459911008MaRDI QIDQ1968775zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 January 2001

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002459911008

zbMATH Keywords

pathwise uniquenessstochastic partial differential equationsweak existence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Review text

A stochastic partial differential equation is analyzed as a particular case of stochastic evolution equations. The super-Brownian motion on \([0,1]\) is studied as a Hilbert-space-valued equation. Weak existence and pathwise uniqueness are obtained by the Euler approximation scheme. Three theorems are given and proved. The paper is addressed to those working in the field of stochastic partial differential equations.

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Cited in

(1)

• Hilbert space regularity of the \((\alpha,d,1)\)-superprocess and its occupation time.

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