The Library
Measure diffusions and related explosion problems
Tools
UNSPECIFIED (1998) Measure diffusions and related explosion problems. STOCHASTIC ANALYSIS AND APPLICATIONS, 16 (6). pp. 1145-1154. ISSN 0736-2994.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Abstract
For random measure-valued stochastic partial differential equations for biological processes, growth represented by scalar partial differential equations at each point of the support and spread being a diffusion on R-d, solutions are constructed by smearing the growth processes at each spatial point and composing the resulting generator with the generator for the spread. If these solutions are unique the equation is called solvable. We find conditions for the noise term of a solvable equations to have trivial effect and we identify some non-solvable equations, for example the diffusion-free bilinear equation. The search led to an investigation of explosion and the effect of point barriers for scalar stochastic differential equations with linear drift; this is used to explain the clustering effect in the usual superprocess.
Item Type: | Journal Article | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | STOCHASTIC ANALYSIS AND APPLICATIONS | ||||
Publisher: | MARCEL DEKKER INC | ||||
ISSN: | 0736-2994 | ||||
Official Date: | 1998 | ||||
Dates: |
|
||||
Volume: | 16 | ||||
Number: | 6 | ||||
Number of Pages: | 10 | ||||
Page Range: | pp. 1145-1154 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |