有界域上具有相关噪声的广义迪安-川崎方程的良好拟合性

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-10-09 DOI:10.1016/j.spa.2024.104503
Shyam Popat
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引用次数: 0

摘要

在本文中,我们扩展了 Fehrman 和 Gess (2024) 中引入的随机动力学解的概念,以建立具有相关噪声的广义 Dean-Kawasaki 方程的随机动力学解在有界、C2 域和 Dirichlet 边界条件上的良好提出性。这些结果适用于一类广泛的非负边界数据,它基于对解的某些先验估计,包括所有非负常数函数(包括零)和所有离零有界的平滑函数。
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Well-Posedness of the generalised Dean–Kawasaki Equation with correlated noise on bounded domains
In this paper, we extend the notion of stochastic kinetic solutions introduced in Fehrman and Gess (2024) to establish the well-posedness of stochastic kinetic solutions of generalised Dean–Kawasaki equations with correlated noise on bounded, C2-domains with Dirichlet boundary conditions. The results apply to a wide class of non-negative boundary data, which is based on certain a priori estimates for the solutions, that encompasses all non-negative constant functions including zero and all smooth functions bounded away from zero.
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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