Probabilistic approach for semi-linear stochastic fractal equations (Q744228): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Functional Integration and Partial Differential Equations. (AM-109) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Hölder solutions of the integro-differential Zakai equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward doubly stochastic differential equations and systems of quasilinear SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4435813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997285 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\)-maximal regularity of nonlocal parabolic equations and applications / rank
 
Normal rank

Latest revision as of 02:30, 9 July 2024

scientific article
Language Label Description Also known as
English
Probabilistic approach for semi-linear stochastic fractal equations
scientific article

    Statements

    Probabilistic approach for semi-linear stochastic fractal equations (English)
    0 references
    0 references
    0 references
    0 references
    6 October 2014
    0 references
    The authors consider a class of semi-linear stochastic fractal equations. A stochastic representation is provided and theorems about the existence and uniqueness of solutions are proved.
    0 references
    \(\alpha\)-stable processes
    0 references
    stochastic fractal equations
    0 references
    stochastic flows
    0 references
    derivative formula
    0 references

    Identifiers