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On signed measure valued solutions of stochastic evolution equations

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  • Rémillard, Bruno
  • Vaillancourt, Jean

Abstract

We study existence, uniqueness and mass conservation of signed measure valued solutions of a class of stochastic evolution equations with respect to the Wiener sheet, including as particular cases the stochastic versions of the regularized two-dimensional Navier–Stokes equations in vorticity form introduced by Kotelenez.

Suggested Citation

  • Rémillard, Bruno & Vaillancourt, Jean, 2014. "On signed measure valued solutions of stochastic evolution equations," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 101-122.
    • Handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:101-122
    DOI: 10.1016/j.spa.2013.07.003
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    References listed on IDEAS

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    1. B. Jourdain, 2000. "Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures," Methodology and Computing in Applied Probability, Springer, vol. 2(1), pages 69-91, April.
    2. Dawson, D. A., 1975. "Stochastic evolution equations and related measure processes," Journal of Multivariate Analysis, Elsevier, vol. 5(1), pages 1-52, March.
    3. Kurtz, Thomas G. & Xiong, Jie, 1999. "Particle representations for a class of nonlinear SPDEs," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 103-126, September.
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    Cited by:

    1. Aliaskarova Zhamilla A., 2018. "Import Substitution In Terms Of Sanctions And Counter-Sanctions: Successes, Problems And Prospects," Annals of marketing-mba, Department of Marketing, Marketing MBA (RSconsult), vol. 4, December.

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