Title of article
Particle representations for a class of nonlinear SPDEs
Author/Authors
Kurtz، نويسنده , , Thomas G. and Xiong، نويسنده , , Jie، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
24
From page
103
To page
126
Abstract
An infinite system of stochastic differential equations for the locations and weights of a collection of particles is considered. The particles interact through their weighted empirical measure, V, and V is shown to be the unique solution of a nonlinear stochastic partial differential equation (SPDE). Conditions are given under which the weighted empirical measure has an L2-density with respect to Lebesgue measure.
Keywords
Stochastic partial differential equations , McKean–Vlasov equations , Particle representations , Exchangeability , Systems of stochastic differential equations
Journal title
Stochastic Processes and their Applications
Serial Year
1999
Journal title
Stochastic Processes and their Applications
Record number
1576505
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