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Superprocesses on ultradistributions
- 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 :
- Mathematics - Probability
Subjects
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