Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model
نویسندگان
چکیده
منابع مشابه
A stochastic differential game for the inhomogeneous -Laplace equation
Given a bounded C domain G ⊂ R and functions g ∈ C(∂G,R) and h ∈ C(Ḡ,R \ {0}), let u denote the unique viscosity solution to the equation −2∆∞u = h in G with boundary data g. We provide a representation for u as the value of a two-player zero-sum stochastic differential game. AMS 2000 subject classifications: 91A15, 91A23, 35J70, 49L20
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2020
ISSN: 0021-9002,1475-6072
DOI: 10.1017/jpr.2020.15