Parabolic Ito Equations

DOI10.2307/1996753MaRDI QIDQ4045417zbMATH OpenOpenAlexFDO

Authors Robert Marcus

Publication date 1974

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1996753

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Cited in

(12)

• A stochastic logistic diffusion equation
• Qualitative behaviour of solutions of stochastic reaction-diffusion equations
• Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
• Parabolic Ito equations with monotone nonlinearities
• Random fluctuations at an equilibrium of a nonlinear reaction-diffusion equation
• Asymptotic expansions for SDE's with small multiplicative noise
• A gradient flow formulation for the stochastic Amari neural field model
• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
• A class of Lévy driven SDEs and their explicit invariant measures
• Nonlinear parabolic stochastic differential equations with additive colored noise on \({\mathbb{R}}^ d\times {\mathbb{R}}_ +:\) A regulated stochastic quantization
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
• Stabilization of the solutions of nonlinear stochastic parabolic equations

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