Reaction-diffusion models for a class of infinite-dimensional non-linear stochastic differential equations
Probability
2021-08-10 v2
Abstract
We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the scaling limit of a sequence of interacting particle systems, and satisfies the martingale problem corresponding to the target differential equation.
Cite
@article{arxiv.2004.12975,
title = {Reaction-diffusion models for a class of infinite-dimensional non-linear stochastic differential equations},
author = {Conrado da Costa and Bernardo Freitas Paulo da Costa and Daniel Valesin},
journal= {arXiv preprint arXiv:2004.12975},
year = {2021}
}
Comments
24 pages