Wiener chaos solutions of linear stochastic evolution equations (Q2496961): Difference between revisions

Stochastic evolution equations may have solutions (based on weighted Wiener chaos) when the coefficients do not satisfy the ellipticity assumption, and when the underlying noise is not too regular.

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Mathematics Subject Classification ID

60H15

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MaRDI publication profile

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Isotropic stochastic flows

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Q4039801

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Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions

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The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

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Stochastic Equations in Infinite Dimensions

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On a class of stochastic partial differential equations related to turbulent transport

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Applied Analysis of the Navier-Stokes Equations

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Generalized flows, intrinsic stochasticity, and turbulent transport

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Functional Integration and Partial Differential Equations. (AM-109)

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Phase transition in the passive scalar advection

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Q4896047

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Multiple Wiener integral

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Q4002114

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Über nukleare Folgenräume

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Q5601688

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Q5624198

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Small-Scale Structure of a Scalar Field Convected by Turbulence

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Q4247243

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ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS

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Q3938989

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Q3995203

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Integration of Brownian vector fields.

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Nonlinear Filtering Revisited: A Spectral Approach

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Passive scalar equation in a turbulent incompressible Gaussian velocity field

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AN ELEMENTARY PROOF OF THE EXISTENCE AND UNIQUENESS THEOREM FOR THE NAVIER–STOKES EQUATIONS

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Linear Parabolic Stochastic PDE and Wiener Chaos

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Q3159197

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Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise

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Multiple Integral Expansions for Nonlinear Filtering

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Stochastic differential equations. An introduction with applications.

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Generalized solutions of linear parabolic stochastic partial differential equations

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Q3997285

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Q3862204

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Explicit solutions to a class of nonlinear filtering problems

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Sitelinks

Mathematics(1 entry)

mardi Publication:2496961

@@ Property / cites work @@
+Isotropic stochastic flows
@@ Property / cites work: Isotropic stochastic flows / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039801
@@ Property / cites work: Q4039801 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions
+Normal rank
@@ Property / cites work @@
+The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of stochastic partial differential equations related to turbulent transport
+Normal rank
@@ Property / cites work @@
+Applied Analysis of the Navier-Stokes Equations
@@ Property / cites work: Applied Analysis of the Navier-Stokes Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized flows, intrinsic stochasticity, and turbulent transport
+Normal rank
@@ Property / cites work @@
+Functional Integration and Partial Differential Equations. (AM-109)
+Normal rank
@@ Property / cites work @@
+Phase transition in the passive scalar advection
@@ Property / cites work: Phase transition in the passive scalar advection / rank @@
+Normal rank
@@ Property / cites work @@
+Q4896047
@@ Property / cites work: Q4896047 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Über nukleare Folgenräume
@@ Property / cites work: Über nukleare Folgenräume / rank @@
+Normal rank
@@ Property / cites work @@
+Q5601688
@@ Property / cites work: Q5601688 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624198
@@ Property / cites work: Q5624198 / rank @@
+Normal rank
@@ Property / cites work @@
+Small-Scale Structure of a Scalar Field Convected by Turbulence
+Normal rank
@@ Property / cites work @@
+Q4247243
@@ Property / cites work: Q4247243 / rank @@
+Normal rank
@@ Property / cites work @@
+ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q3938989
@@ Property / cites work: Q3938989 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Integration of Brownian vector fields.
@@ Property / cites work: Integration of Brownian vector fields. / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Filtering Revisited: A Spectral Approach
+Normal rank
@@ Property / cites work @@
+Passive scalar equation in a turbulent incompressible Gaussian velocity field
+Normal rank
@@ Property / cites work @@
+AN ELEMENTARY PROOF OF THE EXISTENCE AND UNIQUENESS THEOREM FOR THE NAVIER–STOKES EQUATIONS
+Normal rank
@@ Property / cites work @@
+Linear Parabolic Stochastic PDE and Wiener Chaos
@@ Property / cites work: Linear Parabolic Stochastic PDE and Wiener Chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Q3159197
@@ Property / cites work: Q3159197 / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
+Normal rank
@@ Property / cites work @@
+Multiple Integral Expansions for Nonlinear Filtering
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Generalized solutions of linear parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Q3997285
@@ Property / cites work: Q3997285 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit solutions to a class of nonlinear filtering problems
+Normal rank