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Superprocesses on ultradistributions

Authors :
Mendes, R. Vilela
Source :
STOCHASTICS 89 (2017) 896-909
Publication Year :
2016

Abstract

Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions: McKean's and superprocesses. In favour of superprocesses is the fact that they handle arbitrary boundary conditions. However, when restricted to measures, superprocesses can only be used to generate solutions for a limited class of nonlinear PDE's. A new class of superprocesses, namely superprocesses on ultradistributions, is proposed to extend the stochastic solution approach to a wider class of PDE's.<br />Comment: 14 pages. arXiv admin note: text overlap with arXiv:1209.3263

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Journal :
STOCHASTICS 89 (2017) 896-909
Publication Type :
Report
Accession number :
edsarx.1610.00481
Document Type :
Working Paper
Full Text :
https://doi.org/10.1080/17442508.2016.1269768