Bibliographic Citation
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Title | Diffusion equations in duals of nuclear spaces. Technical report, September 1987-August 1988 |
Creator/Author | Kallianput, G. ; Mitoma, I. ; Wolpert, R.L. |
Publication Date | 1988 Jul 01 |
OSTI Identifier | OSTI ID: 6510073 |
Report Number(s) | AD-A-200078/4/XAB;TR-234 |
Resource Type | Technical Report |
Research Org | North Carolina Univ., Chapel Hill (USA). Center for Stochastic Precesses |
Subject | 657000 -- Theoretical & Mathematical Physics; GALERKIN-PETROV METHOD;MATHEMATICAL SPACE;STOCHASTIC PROCESSES; DIFFERENTIAL EQUATIONS;DIFFUSION;PROGRESS REPORT |
Related Subject | DOCUMENT TYPES;EQUATIONS;ITERATIVE METHODS;SPACE |
Description/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. |
Country of Publication | United States |
Language | English |
Format | Pages: 67 |
Availability | NTIS, PC A04/MF A01. |
System Entry Date | 2001 May 13 |
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