{"@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/Q2392874","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2392874","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q2392874","kernelVersion":"v1","immutable":true,"modified":"2026-04-03T00:12:17Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q2392874","name":"Translation invariant diffusions in the space of tempered distributions","headline":"Translation invariant diffusions in the space of tempered distributions","description":"scientific article; zbMATH DE number 6194488","url":"https://portal.mardi4nfdi.de/entity/Q2392874","datePublished":"2013-08-05","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q369387"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q164177"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1007/S13226-013-0012-0","url":"https://doi.org/10.1007/S13226-013-0012-0"},"sameAs":["https://doi.org/10.1007/S13226-013-0012-0"],"comment":"Consider the stochastic partial differential equation \\(dY_t= AY_t\\cdot dBt+ LY_t dt\\), \\(Y_0= y\\), in the space \\(S'\\) of tempered distributions, where \\((B_t)\\) is a \\(d\\)-dimensional Brownian motion, \\(A= (A_1,\\dots, A_d)\\), and \\(L\\), \\(A_j\\), \\(j= 1,\\dots,d\\), are nonlinear operators in \\(S'\\) given by  \\[ A_j\\varphi= -\\sum^d_{i=1} \\langle\\sigma, \\varphi\\rangle_{ij}\\partial_i\\phi, \\]   \\[ L\\varphi= (1/2) \\sum^d_{i,j=1} (\\langle\\sigma, \\varphi\\rangle\\langle\\sigma, \\varphi\\rangle^T)_{i, j}\\partial^2_{ij} \\varphi-\\sum^d_{i=1}\\langle b, \\varphi\\rangle_i\\partial_i\\varphi, \\]  with coefficients \\(\\sigma= (\\sigma_{ij})^d_{i,j= 1}\\), \\(b= (b_i)^d_{i=1}\\).   The author proves existence and pathwise uniqueness results, characterizes the solution as translate of a finite-dimensional diffusion, and shows that its expectation satisfies a nonlinear evolution equation related to Kolmogorov's forward equation for the diffusion.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q3683323"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1335588"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3402044"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3959169"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4357240"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5843726"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1901086"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5646190"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1879454"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2475280"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5554669"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3137751"}]},"provenance":{"prov:generatedAtTime":"2026-04-03T00:12:17Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}