Inhomogenous infinite dimensional langevin equations

DOI10.1080/07362998808809133zbMath0637.60076MaRDI QIDQ3777185

Tomasz Bojdecki, Louis G. Gorostiza

Publication date: 1988

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998808809133

zbMATH Keywords

generalized Langevin equation; generalized Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

60G15: Gaussian processes

60G20: Generalized stochastic processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

SELF-INTERSECTION LOCAL TIME FOR ${\mathcal S}' ({\mathbb R}^d)$-WIENER PROCESSES AND RELATED ORNSTEIN–UHLENBECK PROCESSES, Fluctuation limits of a locally regulated population and generalized Langevin equations, Stochastic integration for inhomogeneous Wiener process in the dual of a nuclear space, Markov properties of the fluctuation limit of a particle system, Markov properties of the fluctuation limit of a particle system with death, The demographic variation process of multitype branching random fields, Fluctuation limits of multitype branching random fields, Stability of a class of transformations of distribution-valued processes and stochastic evolution equations, Regularity and convergence of stochastic convolutions in duals of nuclear Fréchet spaces, Non-Markovian fluctuation limits of infinite particle systems

Cites Work

• Unnamed Item
• Unnamed Item
• Fluctuations of Markovian systems in Kac's caricature of a Maxwellian gas
• High density limit theorems for infinite systems of unscaled branching Brownian motions
• Infinite dimensional stochastic differential equation models for spatially distributed neurons
• An \(\infty\)-dimensional inhomogeneous Langevin's equation
• Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
• Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
• *-solutions of evolution equations in Hilbert space
• Stochastic evolution equations driven by nuclear-space-valued martingales
• Distribution-valued processes arising from independent Brownian motions
• On the sample continuity of S'-processes
• Fluctuations near homogeneous states of chemical reactions with diffusion
• Limit Theorems for Supercritical Branching Random Fields
• Limit theorems for the motion of a Poisson system of independent Markovian particles with high density