Diffusion equation for multivalued stochastic differential equations

Autor:	Paul Krée
Rok vydání:	1982
Předmět:	Hill differential equation symbols.namesake Stochastic differential equation Diffusion equation Partial differential equation Differential equation Mathematical analysis First-order partial differential equation symbols Fokker–Planck equation Fisher's equation Analysis Mathematics
Zdroj:	Journal of Functional Analysis. 49:73-90
ISSN:	0022-1236
DOI:	10.1016/0022-1236(82)90086-6
Popis:	Deterministic oscillations with bilinear hysteresis are governed by a multivalued differential equation of the type ξ′ + kξ ϵ b(ξ) + g, where k is maximal monotonic and b is Lipschitzian. An existence and uniqueness result is proven for corresponding stochastic equation. The diffusion equation satisfied by the laws of ξ(t) is established. In the particular case k = 0, this equation is equivalent to the Fokker-Planck equation.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c90b9e0c35111757ca3bc6dc5d8be09e https://doi.org/10.1016/0022-1236(82)90086-6 Zobrazit plný text záznamu