{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1613628","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q1613628","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q1613628","kernelVersion":"v1","immutable":true,"modified":"2026-01-03T06:09:00Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q1613628","name":"Particle representations for a class of nonlinear SPDEs","headline":"Particle representations for a class of nonlinear SPDEs","description":"scientific article; zbMATH DE number 1792532","url":"https://portal.mardi4nfdi.de/entity/Q1613628","datePublished":"2002-08-29","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q212967"},{"@id":"https://portal.mardi4nfdi.de/entity/Q326835"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q61365"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/S0304-4149(99)00024-1","url":"https://doi.org/10.1016/S0304-4149(99)00024-1"},"sameAs":["https://doi.org/10.1016/S0304-4149(99)00024-1"],"comment":"The authors study an infinite system  \\[  \\begin{aligned} X_{i}(t) &= X_{i}(0) + \\int ^{t}_{0}\\sigma (X_{i}(s),V(s)) dB_{i}(s) + \\int ^{t}_{0} c(X_{i}(s),V(s)) ds \\\\ &\\quad + \\int _{U\\times [0,t]}\\alpha (X_{i}(s),V(s),u)W( du, ds), \\tag{1} \\\\ A_{i}(t) &= A_{i}(0) + \\int ^{t}_{0} A_{i}(s)\\gamma ^{\\text{T}} (X_{i},V(s)) dB_{i}(s) \\\\ &\\quad + \\int ^{t}_{0} A_{i}(s) d(X_{i}(s),V(s)) ds + \\int ^{t}_{0} A_{i}(s) \\beta (X_{i}(s),V(s),u) W( du,ds), \\tag{2} \\end{aligned}  \\]  \\(i\\in \\mathbb N\\), of stochastic differential equations for the locations and weights of a collection of particles in \\(\\mathbb R^{d}\\). In the equations (1), (2), \\(V\\) denotes the weighted empirical measure  \\[  V(t) = \\lim _{n\\to \\infty } \\frac 1{n}\\sum ^{n}_{j=1} A_{j}(t) \\delta _{X_{j}(t)}, \\tag{3}  \\]  the limit being taken in the weak star topology of the space \\(\\mathfrak M\\) of finite signed Borel measures on \\(\\mathbb R^{d}\\), \\(\\{B_{i}\\}\\) are independent standard \\(d\\)-dimensional Wiener processes, \\(W\\) is a Gaussian space-time white noise on \\(U\\times \\mathbb R_{+}\\), \\(E(W(A,t)W(B,t)) = \\mu (A\\cap B)t\\) with a Borel measure \\(\\mu \\) on a Polish space \\(U\\). The coefficients \\(\\sigma :\\mathbb R^{d}\\times \\mathfrak M\\to \\mathbb R^{d\\times d}\\), \\(c: \\mathbb R^{d}\\times \\mathfrak M\\to \\mathbb R^{d}\\), \\(\\alpha : \\mathbb R^{d}\\times \\mathfrak M\\times U\\to \\mathbb R^{d}\\), \\(\\gamma : \\mathbb R^{d}\\times \\mathfrak M\\to \\mathbb R^{d}\\), \\(d:\\mathbb R^{d} \\times \\mathfrak M\\to \\mathbb R\\), and \\(\\beta : \\mathbb R^{d}\\times \\mathfrak M \\times U\\to \\mathbb R\\) are supposed to satisfy linear growth and Lipschitz type conditions, the sequence \\(\\{X_{i}(0), A_{i}(0)\\}\\) of initial data is exchangeable and independent of \\(B_{i}\\), \\(W\\). It is shown that there exists a unique solution to the problem (1)--(3) and the weighted empirical measure \\(V\\) solves a stochastic partial differential equation  \\[  \\begin{aligned} \\langle \\psi ,V(t)\\rangle = & \\langle \\psi ,V(0)\\rangle + \\int ^{t}_{0} \\langle d(\\cdot ,V(s))\\psi + L(V(s))\\psi , V(s) \\rangle ds \\\\ & + \\int _{U\\times [0,t]} \\langle \\beta (\\cdot ,V(s),u)\\psi +\\alpha ^{\\text{T}}(\\cdot ,V(s),u)\\nabla \\psi ,V(s)\\rangle W(du,ds)\\end{aligned} \\]  for all \\(\\psi \\in C^2_{b} (\\mathbb R^{d})\\) where \\( L(v)\\psi (x) = \\frac 12\\sum ^{d}_{i,j=1} a_{ij}(x,v) \\partial _{x_{i}}\\partial _{x_{j}}\\psi (x) + \\sum ^{d} _{i=1} b_{i}(x,v)\\partial _{x_{i}}\\psi (x)\\) with  \\[  \\begin{aligned} a(x,v) &= \\sigma (x,v)\\sigma ^{\\text{T}}(x,v) + \\int _{U} \\alpha (x,v,u)\\alpha ^{\\text{T}}(x,v,u) d\\mu (u), \\\\ b(x,v) &= c(x,v) + \\sigma (x,v)\\gamma (x,v) + \\int _{U} \\beta (x,v,u)\\alpha (x,v,u) d\\mu (u). \\end{aligned}  \\]","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4317661"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1178309"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1376200"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4210052"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1892160"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4889030"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3721531"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1185785"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1083123"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1334927"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4882938"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1893900"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4895011"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5571997"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4895007"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4364116"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1917206"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2552350"}]},"provenance":{"prov:generatedAtTime":"2026-01-03T06:09:00Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}