On solutions of first order stochastic partial differential equations

MaRDI QIDQ5296401zbMATH OpenFDO

Authors K. Hamza, Fima Klebaner

Publication date 1 August 2007

Full work available at URL https://arxiv.org/abs/math/0510495

zbMATH Keywords

first-order stochastic partial differential equations

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 3868361
• Stochastic functional partial differential equations of first order
• scientific article; zbMATH DE number 794380
• scientific article; zbMATH DE number 4216704
• scientific article; zbMATH DE number 166961

Cited in

(9)

• A stochastic Stefan-type problem under first-order boundary conditions
• Degenerate backward SPDEs in bounded domains and applications to barrier options
• scientific article; zbMATH DE number 3868361 (Why is no real title available?)
• scientific article; zbMATH DE number 4216704 (Why is no real title available?)
• scientific article; zbMATH DE number 4078957 (Why is no real title available?)
• Solutions of First Order Linear Partial Differential Equations Related to Urn Models and Central Limit Theorems
• scientific article; zbMATH DE number 919343 (Why is no real title available?)
• First order BSPDEs in higher dimension for optimal control problems
• On a stochastic heat equation with first order fractional noises and applications to finance

This page was built for publication: On solutions of first order stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5296401)