Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations
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Publication:3533905
macroscopic limitmesoscopic equationsStratonovich differentialquasi-linear stochastic partial differential equationnoncoercive stochastic PDE
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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- A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
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- A stochastic Navier-Stokes equation for the vorticity of a two-dimensional fluid
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- Correlated Brownian Motions as an Approximation to Deterministic Mean-Field Dynamics
- Evolution of interacting particles in a brownian medium
- FROM DISCRETE DETERMINISTIC DYNAMICS TO BROWNIAN MOTIONS
- Fractional step method for stochastic evolution equations
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
- On a stopped Doob's inequality and general stochastic equations
- On the Equivalence of Different Approaches to Stochastic Partial Differential Equations
- On the McKean-Vlasov Limit for Interacting Diffusions
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- On the relation between ordinary and stochastic differential equations
- One-dimensional classical massive particle in the ideal gas
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- Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.
- Stochastic partial differential equations and filtering of diffusion processes
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