Asymptotics and high dimensional approximations for nonlinear pseudodifferential equations involving Levy generators

• Autorzy: Biler P. , Karch G. , Woyczyński W.
• Języki publikacji: EN

Abstrakty

EN

Nonlinear pseudodifferential equations involving Levy semigroup generators are used in physical models where the diffusive behavior is affected by hopping and trapping phenomena. In this paper we present several results concerning asymptotics and high dimensional Monte Carlo-type approximations via interacting particle systems for two classes of such equations.

Słowa kluczowe

EN

dimensional approximations; nonlinear pseudodifferential equations; Levy generators

• Wydawca: De Gruyter
• Czasopismo: Demonstratio Mathematica
• Rocznik: 2001
• Tom: Vol. 34, nr 2
• Strony: 403--413
• Opis fizyczny: Bibliogr. 34 poz.

Twórcy

autor

Biler P.

• Mathematical Institute University of Wrocław Pl. grunwaldzki 2/4 50-384 Wrocław, Poland

autor

Karch G.

• Mathematical Institute University of Wrocław Pl. grunwaldzki 2/4 50-384 Wrocław, Poland

autor

Woyczyński W.

• Department of Statistics, Center for Stochastic and Chaotic Processes in Science and Technology Case Western Reserve University Cleveland, Ohio 44106-7054, U.S.A.

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