On quasi-linear stochastic partial differential equations

DOI10.1007/BF01192556zbMath0791.60047OpenAlexW2000392407MaRDI QIDQ1326324

István Gyöngy, Etienne Pardoux

Publication date: 7 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01192556

zbMATH Keywords

comparison theoremstochastic partial differential equationsexistence and uniqueness

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

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• Comparison methods for a class of function valued stochastic partial differential equations
• White noise driven SPDEs with reflection
• White noise driven parabolic SPDEs with measurable drift
• On the Cauchy Problem for Reaction-Diffusion Equations with White Noise
• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• An Inequality in the Theory of Stochastic Integrals
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

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