Linear stochastic partial differential equations with constant coefficients

DOI10.1215/KJM/1250520483MaRDI QIDQ1124210zbMATH OpenOpenAlexFDO

Authors Yasuhiro Fujita

Publication date 1988

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250520483

zbMATH Keywords

stochastic partial differential equationsWiener processperturbationsSobolev spacespiecewise linear approximationsapproximation of solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Recommendations

• Linear stochastic differential-algebraic equations with constant coefficients
• scientific article; zbMATH DE number 3958382
• scientific article; zbMATH DE number 4109775
• Linear stochastic differential equations with boundary conditions
• Linear forward-backward stochastic differential equations with random coefficients
• Linear Skorohod stochastic differential equations
• Linear equations containing generalized stochastic integrals
• Stochastic differential equations with random coefficients
• Stochastic differential equations with singular coefficients on the straight line

Cited in

(7)

• Stochastic diffusion-convection boundary value problems
• scientific article; zbMATH DE number 4138886 (Why is no real title available?)
• Linear stochastic equations in the critical case
• scientific article; zbMATH DE number 4163848 (Why is no real title available?)
• Linear Skorohod stochastic differential equations
• Stochastic evolution systems with constant coefficients
• Remarks on determining projections for stochastic dissipative equations

This page was built for publication: Linear stochastic partial differential equations with constant coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1124210)