On the Cauchy problem for parabolic SPDEs in Hölder classes.

DOI10.1214/AOP/1019160112zbMath1044.60050OpenAlexW2021529479MaRDI QIDQ1872503

Remigijus Mikulevičius

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160112

zbMATH Keywords

Cauchy problemparabolic stochastic partial differential equations

Mathematics Subject Classification ID

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

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Cites Work

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• On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Linear Parabolic Stochastic PDE and Wiener Chaos
• On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space
• On the optimal filtering of diffusion processes
• Stochastic Equations in Infinite Dimensions

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