Pages that link to "Item:Q1917635"
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The following pages link to Existence of strong solutions for Itô's stochastic equations via approximations (Q1917635):
Displayed 35 items.
- Homogenization of a stochastic nonlinear reaction-diffusion equation with a large reaction term: the almost periodic framework (Q439252) (← links)
- Global existence of solutions for stochastic impulsive differential equations (Q546313) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection (Q734651) (← links)
- Well-posedness of the transport equation by stochastic perturbation (Q848717) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Pathwise uniqueness for a class of SDE in Hilbert spaces and applications (Q982497) (← links)
- An approximation result for a quasi-linear stochastic heat equation (Q988110) (← links)
- Random modulation of solitons for the stochastic Korteweg-de Vries equation (Q1002771) (← links)
- Averaging principle for a class of stochastic reaction-diffusion equations (Q1017899) (← links)
- Strong solutions of stochastic equations with singular time dependent drift (Q1769077) (← links)
- Numerical approximation for a white noise driven SPDE with locally bounded drift (Q1775583) (← links)
- Blowup for the stochastic nonlinear Schrödinger equation with multiplicative noise (Q1781176) (← links)
- On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations. (Q1879484) (← links)
- Euler's approximations of solutions of SDEs with reflecting boundary. (Q1888782) (← links)
- Existence and uniqueness results for semilinear stochastic partial differential equations (Q1965912) (← links)
- Local martingale and pathwise solutions for an abstract fluids model (Q2276156) (← links)
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations (Q2389597) (← links)
- Conservative stochastic Cahn-Hilliard equation with reflection (Q2456025) (← links)
- Exponential mixing for stochastic PDEs: the non-additive case (Q2464668) (← links)
- A note on the Euler-Maruyama scheme for stochastic differential equations with a discontinuous monotone drift coefficient (Q2479587) (← links)
- On the Smoluchowski-Kramers approximation for a system with an infinite number of degrees of freedom (Q2494405) (← links)
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations (Q2497211) (← links)
- Numerical methods for some nonlinear stochastic differential equations (Q2572654) (← links)
- On Stochastic Differential Equations with Locally Unbounded Drift (Q3151360) (← links)
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (Q3535734) (← links)
- Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions (Q3633135) (← links)
- Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet (Q4451790) (← links)
- Viable solutions of set-valued stochastic equation (Q4512750) (← links)
- On stochastic partial differential equations with polynomial nonlinearities (Q4700351) (← links)
- Numerical Solutions of Stochastic Functional Differential Equations (Q4827613) (← links)
- EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR STOCHASTIC IMPULSIVE DIFFERENTIAL EQUATIONS (Q4932789) (← links)
- Stochastic differential equations—some new ideas (Q5433512) (← links)