Using Malliavin calculus to solve a chemical diffusion master equation

نویسندگان

چکیده

We propose a novel method to solve chemical diffusion master equation of birth and death type. This is an infinite system Fokker-Planck equations where the different components are coupled by reaction dynamics similar in form equation. was proposed [4] for modelling probabilistic evolution kinetics associated with spatial individual particles. Using some basic tools ideas from dimensional Gaussian analysis we able reformulate aforementioned as single solved generalized stochastic process written terms Malliavin derivatives differential second quantization operators. Via this alternative representation link certain finite projections solution original problem partial Ornstein-Uhlenbeck type containing many variables dimension projection space.

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ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2023

ISSN: ['0022-247X', '1096-0813']

DOI: https://doi.org/10.1016/j.jmaa.2023.127352