论文标题
一类无限维非线性随机微分方程的反应扩散模型
Reaction-diffusion models for a class of infinite-dimensional non-linear stochastic differential equations
论文作者
论文摘要
我们建立了在无限维空间中反应扩散类型的一类非线性随机微分方程的溶液的存在,扩散对应于给定的过渡内核。获得的解决方案是相互作用粒子系统序列的缩放限制,并满足与目标微分方程相对应的Martingale问题。
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.