Stochastic dynamics with singular lower order terms in finite and infinite dimensions

Jin P (2009)
Bielefeld (Germany): Bielefeld University.

Bielefelder E-Dissertation | Englisch
 
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Autor*in
Jin, Peng
Betreuer*in
Röckner, Michael
Abstract / Bemerkung
In this work, we aim to study several stochastic dynamics with singular coefficients. The results consist of three parts. In the first part, we study a class of second order parabolic equations $$nabla (a(t,x) cdot nabla u(t,x))+b(t,x)cdot nabla u(t,x)+V(t,x) u(t,x)-partial_{t}u(t,x)=0 eqno (1)$$ in the domain $[0,T]times mathbb{R}^{d}$, where $T
Stichworte
Stochastische Differentialgleichung; Lineare parabolische Differentialgleichung; Diffusionsprozess; Dirichlet-Raum; Second-order parabolic equations; Weak fundamental solutions; Stochastic differential equations; Diffusion processes; Glauber dynamics
Jahr
2009
Page URI
https://pub.uni-bielefeld.de/record/2304858

Zitieren

Jin P. Stochastic dynamics with singular lower order terms in finite and infinite dimensions. Bielefeld (Germany): Bielefeld University; 2009.
Jin, P. (2009). Stochastic dynamics with singular lower order terms in finite and infinite dimensions. Bielefeld (Germany): Bielefeld University.
Jin, P. (2009). Stochastic dynamics with singular lower order terms in finite and infinite dimensions. Bielefeld (Germany): Bielefeld University.
Jin, P., 2009. Stochastic dynamics with singular lower order terms in finite and infinite dimensions, Bielefeld (Germany): Bielefeld University.
P. Jin, Stochastic dynamics with singular lower order terms in finite and infinite dimensions, Bielefeld (Germany): Bielefeld University, 2009.
Jin, P.: Stochastic dynamics with singular lower order terms in finite and infinite dimensions. Bielefeld University, Bielefeld (Germany) (2009).
Jin, Peng. Stochastic dynamics with singular lower order terms in finite and infinite dimensions. Bielefeld (Germany): Bielefeld University, 2009.
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2019-09-25T06:25:23Z
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