Reaction–Diffusion Models for a Class of Infinite-Dimensional Nonlinear Stochastic Differential Equations

Abstract

AbstractWe establish the existence of solutions to a class of nonlinear stochastic differential equations of reaction–diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained is the scaling limit of a sequence of interacting particle systems and satisfies the martingale problem corresponding to the target differential equation.