Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
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Publication:1884175
DOI10.4171/RMI/392zbMath1060.70025MaRDI QIDQ1884175
Vassili N. Kolokol'tsov, Alexei E. Tyukov, Rene L. Schilling
Publication date: 25 October 2004
Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/39720
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
70H20: Hamilton-Jacobi equations in mechanics
Related Items
Geometric properties of the Maxwell set and a vortex filament structure for Burgers equation, The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise
Cites Work
- Semimartingales: A course on stochastic processes
- Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
- Central limit theorem for stochastic Hamilton-Jacobi equations
- Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
- Semiclassical analysis for diffusions and stochastic processes
- Small time and semiclassical asymptotics for stochastic heat equations driven by Lévy noise
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