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 partial differential equationstochastic characteristic method

Mathematics Subject Classification ID

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

Recommendations

• Fully nonlinear stochastic partial differential equations
• Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
• Fully nonlinear stochastic pde with semilinear stochastic dependence
• scientific article; zbMATH DE number 2124221
• Stochastic partial differential equations
• Stochastic partial differential equations
• Stochastic partial differential equations
• Stochastic solutions of some nonlinear partial differential equations
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions

Cited in

(28)

• Degenerate backward SPDEs in bounded domains and applications to barrier options
• On forward and backward SPDEs with non-local boundary conditions
• On backward SPDEs without proper Cauchy condition
• On degenerate backward SPDEs in bounded domains under non-local conditions
• Parabolic Ito equations and second fundamental inequality
• scientific article; zbMATH DE number 166961 (Why is no real title available?)
• A relatively short proof of Itô's formula for SPDEs and its applications
• scientific article; zbMATH DE number 1381058 (Why is no real title available?)
• Representation of functionals of Itô processes and their first exit times
• Two-dimensional Navier-Stokes equations driven by a space-time white noise
• Strong solutions to the stochastic quantization equations.
• Reversible stochastic flows associated with nonlinear SPDEs
• First order BSPDEs in higher dimension for optimal control problems
• Some non-existence results for a class of stochastic partial differential equations
• Some result on stochastic partial differential equations by the stochastic characteristics method
• Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
• scientific article; zbMATH DE number 6470860 (Why is no real title available?)
• Duality and semi-group property for backward parabolic Itô equations
• Superprocesses over a stochastic flow
• Stochastic Camassa-Holm equation with convection type noise
• Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains
• Parabolic Ito Equations with Mixed in Time Conditions
• A regularity theory for quasi-linear stochastic PDE\(\mathbf{s}\) in weighted Sobolev spaces
• scientific article; zbMATH DE number 3996783 (Why is no real title available?)
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• From stochastic differential equation to quantum field theory

This page was built for publication: Fully Nonlinear Stochastic Partial Differential Equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4875455)