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Analysis and approximation of infinite dimensional sticky reflected Ornstein-Uhlenbeck processes

Analysis and approximation of infinite dimensional sticky reflected Ornstein-Uhlenbeck processes
无限维粘性反射奥恩斯坦-乌伦贝克过程的分析和近似
批准号:
324039129
负责人:
Professor Dr. Martin Grothaus
金额:
$0.0万
依托单位国家:
德国
项目类别:
Research Grants
财政年份:
2016
资助国家:
德国
项目状态:
已结题
起止时间:
2015-12-31 至 2021-12-31

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中文摘要
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英文摘要
The goal of the project is the identification of a recently constructed infinite dimensional stochastic process (with the law of the modulus of the Brownian bridge as invariant measure) as the solution to an SPDE with reflection as well as the identification as the modulus of the solution of the stochastic heat equation. Moreover, it is intended to prove convergence of a sequence of sticky reflected distorted Brownian motions to the infinite dimensional process. For the identification it is planned to show an integration by parts formula with respect to the law of the modulus of the Brownian bridge in the sense of distributions. In order to deduce the convergence of processes the aim is to show Mosco convergence of the corresponding Dirichlet forms. An additional goal is to prove a Log-Sobolev inequality for the non-Gaussian Limit-Dirichlet form. Finally, we plan to generalize the concepts to the conservative model and higher dimensions.
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Ginzburg-Landau Dynamik
Konstruktion und Analyse der Langevin-Dynamik in kontinuierlichen Vielteilchensystemen und Herleitung von deren Skalierungslimiten
Konstruktion von stochastischen Dynamiken in kontinuierlichen Vielteilchensystemen und Herleitung von deren Skalierungslimiten
国内基金
海外基金
非牛顿流方程(组)及其随机模型无穷维动力系统的研究
  • 批准号:
    11126160
  • 项目类别:
    数学天元基金项目
  • 资助金额:
    3.0万元
  • 批准年份:
    2011
  • 负责人:
    郭春晓
  • 依托单位:
枢纽港选址及相关问题的算法设计
  • 批准号:
    71001062
  • 项目类别:
    青年科学基金项目
  • 资助金额:
    17.6万元
  • 批准年份:
    2010
  • 负责人:
    葛冬冬
  • 依托单位: