ISSN:
1432-0606
Keywords:
Key words. Stochastic partial differential equations, Super-Brownian motion, Stochastic evolution equations, Convergence of measures. AMS Classification. Primary 60H15, Secondary 60H20, 60B10.
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract. A stochastic partial differential equation in which the square root of the solution appears as the diffusion coefficient is studied as a particular case of stochastic evolution equations. Weak existence of a solution is proved by the Euler approximation scheme. The super-Brownian motion on [0, 1] is also studied as a Hilbert-space-valued equation. In this set up, weak existence, pathwise uniqueness, and positivity of solutions are obtained in any dimension d .
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/s002459911008
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