SPDEs with colored Gaussian noise: a survey (Q1757193)

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Language	Label	Description	Also known as
English	SPDEs with colored Gaussian noise: a survey	scientific article

Statements

scholarly article

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SPDEs with colored Gaussian noise: a survey (English)

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Communications in Mathematics and Statistics

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publication date

2 January 2019

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zbMATH Keywords

stochastic partial differential equations

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Malliavin calculus

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large deviation

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Lyapunov exponent

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s40304-018-0160-y

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Large deviations for Riesz potentials of additive processes

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Intermittency for the wave and heat equations with fractional noise in time

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A note on intermittency for the fractional heat equation

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SPDEs with affine multiplicative fractional noise in space with index \(\frac{1}{4} < H < \frac{1}{2}\)

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Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise

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Second order Lyapunov exponents for parabolic and hyperbolic Anderson models

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Hyperbolic Anderson Model with space-time homogeneous Gaussian noise

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Parabolic Anderson model with a fractional Gaussian noise that is rough in time

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Moment asymptotics for parabolic Anderson equation with fractional time-space noise: in Skorokhod regime

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Spatial asymptotics for the parabolic Anderson models with generalized time-space Gaussian noise

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Large deviations and renormalization for Riesz potentials of stable intersection measures

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Temporal asymptotics for fractional parabolic Anderson model

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Exponential asymptotics for time-space Hamiltonians

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Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's

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A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s

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Stochastic heat equation with rough dependence in space

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Joint Hölder continuity of parabolic Anderson model

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Stochastic Equations in Infinite Dimensions

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PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES

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Controlling rough paths

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A theory of regularity structures

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Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise

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Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

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Stochastic heat equation driven by fractional noise and local time

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Feynman-Kac formula for heat equation driven by fractional white noise

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The Wiener integral with respect to second order processes with stationary increments

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Differential equations driven by rough signals

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The Malliavin Calculus and Related Topics

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Nonlinear stochastic wave and heat equations

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A concise course on stochastic partial differential equations

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On a class of stochastic partial differential equations

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Asymptotic behavior of the solution of heat equation driven by fractional white noise

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Identifiers

zbMATH Open document ID

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10.1007/s40304-018-0160-y

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1757193

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