Fully Nonlinear Stochastic Partial Differential Equations

DOI10.1137/S0036141093256769MaRDI QIDQ4875455zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, Luciano Tubaro

Publication date 5 January 1997

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

Full work available at URL https://doi.org/10.1137/s0036141093256769

zbMATH Keywords

stochastic characteristic methodstochastic partial differential equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(30)

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• Stochastic Camassa-Holm equation with convection type noise
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• Some non-existence results for a class of stochastic partial differential equations
• Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains
• Degenerate backward SPDEs in bounded domains and applications to barrier options
• On forward and backward SPDEs with non-local boundary conditions
• Reversible stochastic flows associated with nonlinear SPDEs
• Representation of functionals of Itô processes and their first exit times
• Duality and semi-group property for backward parabolic Itô equations
• Parabolic Ito Equations with Mixed in Time Conditions
• A relatively short proof of Itô's formula for SPDEs and its applications
• Some result on stochastic partial differential equations by the stochastic characteristics method
• scientific article; zbMATH DE number 166961 (Why is no real title available?)
• Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• scientific article; zbMATH DE number 1381058 (Why is no real title available?)
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• On degenerate backward SPDEs in bounded domains under non-local conditions
• On backward SPDEs without proper Cauchy condition
• First order BSPDEs in higher dimension for optimal control problems
• scientific article; zbMATH DE number 6470860 (Why is no real title available?)
• Parabolic Ito equations and second fundamental inequality
• Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
• Existence, uniqueness, and blowup analysis for a stochastic reaction-diffusion equation with gradient-driven noise

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