English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

A stochastic partial differential equation (SPDE) is derived forsuper-Brownian motion regarded as a distribution function valued process. Thestrong uniqueness for the solution to this SPDE is obtained by an extendedYamada-Watanabe argument. Similar results are also proved for the Fleming-Viotprocess.

Super-Brownian motion as the unique strong solution to an SPDE