Solutions of stochastic partial differential equations considered as Dirichlet processes

DOI10.3150/bj/1099579156zbMath1071.60054MaRDI QIDQ1769782

Laurent Denis

Publication date: 30 March 2005

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1099579156

zbMATH Keywords

pathwise comparison principle

Mathematics Subject Classification ID

60J45: Probabilistic potential theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

Infinite dimensional weak Dirichlet processes and convolution type processes, Temporal variation for fractional heat equations with additive white noise, Stochastic partial integral-differential equations with divergence terms, Necessary condition for optimal control of doubly stochastic systems, The obstacle problem for quasilinear stochastic PDEs: analytical approach, Variations of the solution to a stochastic heat equation, Systems of reflected stochastic PDEs in a convex domain: analytical approach

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