scientific article

zbMath0436.60047MaRDI QIDQ3876768

Boris L. Rosovskii, Nicolai V. Krylov

Publication date: 1979

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Ito's formulastochastic integrals with respect to a Hilbert space valued Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (19)

Distribution-dependent stochastic porous media equations ⋮ Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts ⋮ Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation ⋮ An approximation theorem of Wong-Zakai type for stochastic Navier-Stokes equations ⋮ Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation ⋮ An averaging principle for dynamical systems in Hilbert space with Markov random perturbations ⋮ SPDE in Hilbert space with locally monotone coefficients ⋮ On approximations of the Euler-Peano scheme for multivalued stochastic differential equations ⋮ Irreducibility and strong Feller property for non-linear SPDEs ⋮ Stability of strong solutions for a model of incompressible two-phase flow under thermal fluctuations ⋮ Obstacle problem for a stochastic conservation law and Lewy Stampacchia inequality ⋮ Large deviation principle for a class of SPDE with locally monotone coefficients ⋮ The stochastic thin-film equation: existence of nonnegative martingale solutions ⋮ Strong solutions of stochastic differential inclusions with unbounded right-hand side in a Hilbert space ⋮ On an energy equality in the theory of evolution equations ⋮ On the stochastic \(p\)-Laplace equation ⋮ A new approach to the existence of invariant measures for Markovian semigroups ⋮ Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

This page was built for publication: