On a quasilinear stochastic differential equation of parabolic type

DOI10.1080/07362999408809340zbMath0793.60065OpenAlexW1995510627WikidataQ115297053 ScholiaQ115297053MaRDI QIDQ4286486

Yuri L. Daletskii, Nataliya Yu. Goncharuk

Publication date: 6 April 1994

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999408809340

zbMATH Keywords

existence and uniqueness theoremsHilbert-Schmidt classItô's stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (5)

Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations ⋮ A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation ⋮ Fractional step method for stochastic evolution equations ⋮ A local discontinuous Galerkin method for nonlinear parabolic SPDEs ⋮ An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces

Cites Work

• Regularity properties of solutions to Hamilton-Jacobi equations in infinite dimensions and nonlinear optimal control
• Equations aux dérivées partielles stochastiques non linéaires. I
• Beiträge zur Störungstheorie der Spektralzerlegung

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