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MATHEMATICAL ANALYSIS OF A STOCHASTIC DIFFERENTIAL EQUATION ARISING IN THE MICRO-MACRO MODELLING OF POLYMERIC FLUIDS

    https://doi.org/10.1142/9789812703989_0014Cited by:8 (Source: Crossref)
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    Abstract:

    We analyze the properties of a stochastic differential equation (SDE) arising in the modeling of polymeric fluids. More precisely, we focus on the so-called FENE (Finite Extensible Nonlinear Elastic) model, for which the drift term in the SDE is singular.