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Kolmogorov Equation for a Stochastic Reaction–Diffusion Equation with Multiplicative Noise

Reaction–diffusion equations can model complex systems where randomness plays a role, capturing the interaction between diffusion processes and random fluctuations. The Kolmogorov equations associated with these systems play an important role in understanding the long-term behavior, stability, and c...

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Principais autores: Kaiyuqi Guan, Yu Shi
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI AG 2025-05-01
coleção:Mathematics
Assuntos:
kolmogorov equation
stochastic reaction–diffusion equation
multiplicative noise
invariant measure
transition semigroup
Acesso em linha:https://www.mdpi.com/2227-7390/13/10/1561
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