Diffusion Equations in Duals of Nuclear Spaces

Abstract

A stochastic Galerkin method is used to establish the existence of a solution to a martingale problem posed by an Ito type stochastic differential equation for processes taking values in the dual of a nuclear space. Uniqueness of the strong solution is also shown using the monotonicity condition. An application to the motion of random strings is discussed.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1988
Accession Number
ADA200078

Entities

People

  • G. Kallianput
  • I. Mitoma
  • R. L. Wolpert

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Classification
  • Differential Equations
  • Diffusion
  • Equations
  • Filtration
  • Galerkin Method
  • Hilbert Space
  • Insensitive Explosives
  • North Carolina
  • Partial Differential Equations
  • Probability
  • Probability Distributions
  • Random Variables
  • Security
  • Stochastic Processes
  • Vector Spaces

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space