Approximative solution of the coagulation–fragmentation equation by stochastic particle systems
作者:
Andreas Eibeck,
Wolfgang Wagner,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 2000)
卷期:
Volume 18,
issue 6
页码: 921-948
ISSN:0736-2994
年代: 2000
DOI:10.1080/07362990008809704
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
This paper studies stochastic particle systems related to the coagulation fragmentation equation. For a certain class of unbounded coagulation kernels and fragmentation rates, relative compactness of the stochastic systems is established and weak accumulation points are characterized as solutions. These results imply a new existence theorem. Finally a simulation algorithm based on the particle systems is proposed
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