Pages that link to "Item:Q2369708"
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The following pages link to A concise course on stochastic partial differential equations (Q2369708):
Displayed 50 items.
- On the stochastic \(p\)-Laplace equation (Q1034594) (← links)
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients (Q1035835) (← links)
- On the convergence of a stochastic 3D globally modified two-phase flow model (Q1633136) (← links)
- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise (Q1633549) (← links)
- Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597) (← links)
- Stochastic stabilization of slender beams in space: modeling and boundary control (Q1641076) (← links)
- On the regularity of weak solutions to space-time fractional stochastic heat equations (Q1642433) (← links)
- Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces (Q1643840) (← links)
- Stability of the overdamped Langevin equation in double-well potential (Q1659333) (← links)
- The stochastic 3D globally modified Navier-Stokes equations: existence, uniqueness and asymptotic behavior (Q1660077) (← links)
- Itô formula for processes taking values in intersection of finitely many Banach spaces (Q1685683) (← links)
- Uniqueness for a class of stochastic Fokker-Planck and porous media equations (Q1688301) (← links)
- Stochastic Allen-Cahn equation with mobility (Q1688735) (← links)
- Doubly probabilistic representation for the stochastic porous media type equation (Q1700405) (← links)
- Local martingale solutions to the stochastic two layer shallow water equations with multiplicative white noise (Q1706388) (← links)
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models (Q1709604) (← links)
- Entropy solutions for stochastic porous media equations (Q1710554) (← links)
- Error estimates of finite element methods for nonlinear fractional stochastic differential equations (Q1712399) (← links)
- A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process (Q1714436) (← links)
- Singular stochastic Allen-Cahn equations with dynamic boundary conditions (Q1720280) (← links)
- A stochastic generalized Ginzburg-Landau equation driven by jump noise (Q1721923) (← links)
- A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
- Instability, rupture and fluctuations in thin liquid films: theory and computations (Q1730993) (← links)
- Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise (Q1741806) (← links)
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise (Q1742677) (← links)
- Convergence of the solution of the stochastic 3D globally modified Cahn-Hilliard-Navier-Stokes equations (Q1745638) (← links)
- Measure-valued solutions of the continuity equation with a random potential (Q1745972) (← links)
- Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model (Q1747755) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- Stochastic porous media equations in \(\mathbb R^d\) (Q1756299) (← links)
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise (Q1756422) (← links)
- SPDEs with colored Gaussian noise: a survey (Q1757193) (← links)
- Strong solutions for stochastic partial differential equations of gradient type (Q1760161) (← links)
- Global well-posedness of the stochastic generalized Kuramoto-Sivashinsky equation with multiplicative noise (Q1782038) (← links)
- A weak space-time formulation for the linear stochastic heat equation (Q1788250) (← links)
- Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation (Q1791648) (← links)
- Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients (Q1799149) (← links)
- Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow (Q1928778) (← links)
- Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures (Q1929672) (← links)
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- Random attractors for degenerate stochastic partial differential equations (Q1949248) (← links)
- Harnack inequality for semilinear SPDE with multiplicative noise (Q1950770) (← links)
- The Itō integral with respect to an infinite dimensional Lévy process: a series approach (Q1952466) (← links)
- Hyperbolic type stochastic evolution equations with Lévy noise (Q1956226) (← links)
- Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
- Rescaling approach for a stochastic population dynamics equation perturbed by a linear multiplicative Gaussian noise (Q1987333) (← links)
- Combined error estimates for local fluctuations of SPDEs (Q1987748) (← links)
- Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral (Q1989153) (← links)
- Boundary layer analysis for the stochastic nonlinear reaction-diffusion equations (Q1990097) (← links)