Probabilistic interpretation of sticky particle model

• 成果类型: Article
• 署名作者: Dermoune, A
• 署名单位: Universite de Lille
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1022677451
• 发表日期: 1999
• 页码: 1357-1367
• 关键词: universe

摘要

This work presents a construction of a solution for the nonlinear stochastic differential equation X-t= X-0 + integral(0)(t)E[u(0)(X-0)\ X-s] ds, t greater than or equal to 0. The random variable X-0 with values in R and the function u(0) are given. We denote by P-t the probability distribution of X-t and u(x, t) = E[u(0)(X-0)\ X-t = x]. We prove that (P-t, u(., t), t greater than or equal to 0) is a weak solution for a system of conservation laws arising in adhesion particle dynamics.