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Interacting Hilbert Space Valued Stochastic Differential Equations and Propagation of Chaos
- Source :
- DTIC AND NTIS
- Publication Year :
- 1990
-
Abstract
- Interacting Hilbert space valued stochastic differential equations are studied as an extension of Funaki's model for random strings to a system of interacting strings. The martingale problem for the corresponding McKean-Vlasov equation is solved. Special results when H = L squared (G), G, a bounded domain in real numbers are obtained. Keywords: Mathematical equations/models, Differential equations.
Details
- Database :
- OAIster
- Journal :
- DTIC AND NTIS
- Notes :
- text/html, English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.ocn832079544
- Document Type :
- Electronic Resource