Stochastic partial differential equations for a class of interacting measure-valued diffusions

Authors
Dawson, DA Vaillancourt, J Wang, H
Citation
Da. Dawson et al., Stochastic partial differential equations for a class of interacting measure-valued diffusions, ANN IHP-PR, 36(2), 2000, pp. 167-180
Citations number
17
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
36
Issue
2
Year of publication
2000
Pages
167 - 180
Database
ISI
SICI code
0246-0203(200003/04)36:2<167:SPDEFA>2.0.ZU;2-P
Abstract
Using the existence of density processes, we derive a new class of stochast ic partial differential equations for a collection of interacting measure-v alued diffusions based on two orthogonal martingale measures, (C) 2000 Edit ions scientifiques et medicales Elsevier SAS.