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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 Date1988 Jul 01
OSTI IdentifierOSTI ID: 6510073
Report Number(s)AD-A-200078/4/XAB;TR-234
Resource TypeTechnical Report
Research OrgNorth Carolina Univ., Chapel Hill (USA). Center for Stochastic Precesses
Subject657000 -- Theoretical & Mathematical Physics; GALERKIN-PETROV METHOD;MATHEMATICAL SPACE;STOCHASTIC PROCESSES; DIFFERENTIAL EQUATIONS;DIFFUSION;PROGRESS REPORT
Related SubjectDOCUMENT 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 PublicationUnited States
LanguageEnglish
FormatPages: 67
AvailabilityNTIS, PC A04/MF A01.
System Entry Date2001 May 13

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