Invariant manifolds for weak solutions to stochastic equations

DOI10.1007/S004400000085zbMath0970.60069MaRDI QIDQ1596311

Damir Filipović

Publication date: 6 October 2001

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

zbMATH Keywords

stochastic partial differential equationsstrong and weak solutionNagumo type consistency conditionsstochastic equations in a Hilbert spaceviability and invariance problem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Invariance of closed convex cones for stochastic partial differential equations ⋮ The geometry of differential constraints for a class of evolution PDEs ⋮ Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models ⋮ Stochastic viability and comparison theorems for mixed stochastic differential equations ⋮ Finite-dimensional representations for controlled diffusions with delay ⋮ Existence of invariant manifolds for stochastic equations in infinite dimension ⋮ Regularity of finite-dimensional realizations for evolution equations

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