Dr Conrado Da Costa conrado.da-costa@durham.ac.uk
Assistant Professor
Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations
da Costa, Conrado; Freitas Paulo da Costa, Bernardo; Valesin, Daniel
Authors
Bernardo Freitas Paulo da Costa
Daniel Valesin
Abstract
We establish the existence of solutions to a class of nonlinear stochastic differential equations of reaction–diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the scaling limit of a sequence of interacting particle systems and satisfies the martingale problem corresponding to the target differential equation.
Citation
da Costa, C., Freitas Paulo da Costa, B., & Valesin, D. (2023). Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations. Journal of Theoretical Probability, 36, 1059–1087. https://doi.org/10.1007/s10959-022-01187-9
Journal Article Type | Article |
---|---|
Acceptance Date | Jun 6, 2022 |
Online Publication Date | Aug 8, 2022 |
Publication Date | 2023-06 |
Deposit Date | Sep 8, 2022 |
Publicly Available Date | Sep 8, 2022 |
Journal | Journal of Theoretical Probability |
Print ISSN | 0894-9840 |
Electronic ISSN | 1572-9230 |
Publisher | Springer |
Peer Reviewed | Peer Reviewed |
Volume | 36 |
Pages | 1059–1087 |
DOI | https://doi.org/10.1007/s10959-022-01187-9 |
Public URL | https://durham-repository.worktribe.com/output/1194863 |
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Copyright Statement
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
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