Stochastic partial differential equations and diffusion processes

1982 ◽  
Vol 37 (6) ◽  
pp. 81-105 ◽  
Author(s):  
N V Krylov ◽  
B L Rozovskii
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Diffusion Processes ◽  
Partial Differential ◽  
And Diffusion

scholarly journals Stochastic Measure Diffusion Processes

1979 ◽  
Vol 22 (2) ◽  
pp. 129-138 ◽  
Author(s):  
Donald A. Dawson
Keyword(s):  
Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Stochastic Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Diffusion Processes ◽  
Partial Differential ◽  
Stochastic Measure ◽  
Recent Developments

The purpose of this article is to give an introduction to the study of a class of stochastic partial differential equations and to give a brief review of some of the recent developments in this field. This study has evolved naturally out of the theory of stochastic differential equations initiated in a pioneering paper of K. Itô [13]. In order to set this review in its appropriate setting we begin by considering a simple scalar stochastic differential equation.

On nonlinear processes involving population growth and diffusion

1967 ◽  
Vol 4 (02) ◽  
pp. 281-290 ◽  
Author(s):  
Elliott W. Montroll
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Population Growth ◽  
General Class ◽  
Diffusion Processes ◽  
Nonlinear Processes ◽  
Partial Differential ◽  
And Diffusion ◽  
Simultaneous Growth

A number of years ago, R. A. Fisher discussed the problem of the propagation of a virile mutant in a population. At about the same time, Kolmogorov, Petrovsky, and Piscounoff, whom we shall refer to as KPP, investigated a general class of partial differential equations which describe simultaneous growth and diffusion processes.

On nonlinear processes involving population growth and diffusion

1967 ◽  
Vol 4 (2) ◽  
pp. 281-290 ◽  
Author(s):  
Elliott W. Montroll
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Population Growth ◽  
General Class ◽  
Diffusion Processes ◽  
Nonlinear Processes ◽  
Partial Differential ◽  
And Diffusion ◽  
Simultaneous Growth

A number of years ago, R. A. Fisher discussed the problem of the propagation of a virile mutant in a population. At about the same time, Kolmogorov, Petrovsky, and Piscounoff, whom we shall refer to as KPP, investigated a general class of partial differential equations which describe simultaneous growth and diffusion processes.

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