Interacting Hilbert Space Valued Stochastic Differential Equations and Propagation of Chaos

Abstract

Interacting Hilbert space valued stochastic differential equations are studied as an extension of Funaki's model for random strings to a system of interacting strings. The martingale problem for the corresponding McKean-Vlasov equation is solved. Special results when H = L squared (G), G, a bounded domain in real numbers are obtained. Keywords: Mathematical equations/models, Differential equations.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1990
Accession Number
ADA225991

Entities

People

  • G. Kallianpur
  • R. L. Karandikar

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Banach Space
  • Brownian Motion
  • Classification
  • Convergence
  • Data Science
  • Differential Equations
  • Equations
  • Hilbert Space
  • Information Science
  • North Carolina
  • Probability
  • Random Variables
  • Security
  • Statistics
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

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

Technology Areas

  • Space