A Regularity Result for Quasilinear Stochastic Partial Differential Equations of Parabolic Type

DOI10.1137/130950549zbMath1327.60124arXiv1401.6369OpenAlexW2087014689MaRDI QIDQ5253469

Sylvain De Moor, Arnaud Debussche, Martina Hofmanová

Publication date: 26 May 2015

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.6369

zbMATH Keywords

regularityweak solutionquasilinear parabolic equationstochastic partial differential equation

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Quasilinear parabolic equations (35K59)

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Cites Work

• Strong solutions of semilinear stochastic partial differential equations
• Weak truncation error estimates for elliptic PDEs with lognormal coefficients
• Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises
• Degenerate parabolic stochastic partial differential equations: quasilinear case
• Regularities for semilinear stochastic partial differential equations
• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• Maximum principle and comparison theorem for quasi-linear stochastic PDE's
• Strong solutions for stochastic partial differential equations of gradient type
• Existence of strong solutions for Itô's stochastic equations via approximations
• Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions
• Diffusion limit for a stochastic kinetic problem
• A regularity theorem for quasilinear parabolic systems under random perturbations
• A short course on operator semigroups
• On stochastic convolution in banach spaces and applications
• Stochastic Equations in Infinite Dimensions
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