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Applied Mathematics and Optimization, Vol.41, No.1, 141-154, 2000
Hilbert-space-valued super-Brownian motion and related evolution equations
A stochastic partial differential equation in which the square root of the solution appears as the diffusion coefficient is studied as a particular case of stochastic evolution equations. Weak existence of a solution is proved by the Euler approximation scheme. The super-Brownian motion on [0,1] is also studied as a Hilbert-space-valued equation. In this set up, weak existence, pathwise uniqueness, and positivity of solutions are obtained in any dimension d.
Keywords:DIFFUSIONS