Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)

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Cited in

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Stochastic integrals for SPDEs: a comparison
Spatial asymptotic of the stochastic heat equation with compactly supported initial data
Existence and smoothness of the density for spatially homogeneous SPDEs
Itô's formula for linear fractional PDEs
SPDEs with rough noise in space: Hölder continuity of the solution
Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
The 1-d stochastic wave equation driven by a fractional Brownian sheet
Solving a nonlinear fractional stochastic partial differential equation with fractional noise
Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields
Stochastic partial differential equations driven by general stochastic measures
Some properties of non-linear fractional stochastic heat equations on bounded domains
Blow-up solutions of the stochastic nonlocal heat equations
Linear SPDEs driven by stationary random distributions
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
Solution theory to semilinear hyperbolic stochastic partial differential equations with polynomially bounded coefficients
Nonlinear noise excitation of intermittent stochastic PDEs and the topology of LCA groups
Limit theorems for occupation time fluctuations of branching systems. II: Critical and large dimensions
Non-linear rough heat equations
On a stochastic heat equation with first order fractional noises and applications to finance
Parabolic Anderson model with space-time homogeneous Gaussian noise and rough initial condition
On a nonlinear stochastic pseudo-differential equation driven by fractional noise
On the existence and position of the farthest peaks of a family of stochastic heat and wave equations
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
Parabolic Anderson model with a fractional Gaussian noise that is rough in time
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
Recent developments on stochastic heat equation with additive fractional-colored noise
Strong solutions to stochastic wave equations with values in Riemannian manifolds
Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere.
Semigroups, potential spaces and applications to (S)PDE
Solvability of parabolic Anderson equation with fractional Gaussian noise
On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
The Wiener integral with respect to second order processes with stationary increments
The high-order SPDEs driven by multi-parameter fractional noises
Kernel-correlated Lévy field driven forward rate and application to derivative pricing
On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
A note on intermittency for the fractional heat equation
Some non-linear s. p. d. e's that are second order in time
On a stochastic partial differential equation with non-local diffusion
Chung's law of the iterated logarithm for anisotropic Gaussian random fields
Existence and blow-up of solutions to the fractional stochastic heat equations
Uniqueness for stochastic non-linear wave equations
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
Hölder continuity for the parabolic Anderson model with space-time homogeneous Gaussian noise
On non-existence of global solutions to a class of stochastic heat equations
Initial measures for the stochastic heat equation
Moment bounds and asymptotics for the stochastic wave equation
Covariance measure and stochastic heat equation with fractional noise
Non-linear noise excitation and intermittency under high disorder
On some properties of a class of fractional stochastic heat equations
SPDE with generalized drift and fractional-type noise
Rough evolution equations
Hölder-Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise
Moderate deviations for a stochastic heat equation with spatially correlated noise
The covariation for Banach space valued processes and applications
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
Hitting probabilities for nonlinear systems of stochastic waves
Existence for a second-order impulsive neutral stochastic integrodifferential equations with nonlocal conditions and infinite delay
On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise
Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion
On a semilinear stochastic partial differential equation with double-parameter fractional noises
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
The non-Archimedean stochastic heat equation driven by Gaussian noise
Non-elliptic SPDEs and ambit fields: existence of densities
Temporal asymptotics for fractional parabolic Anderson model
Credit Derivatives Pricing Based on Lévy Field Driven Term Structure
On the density of systems of non-linear spatially homogeneous SPDEs
On the chaotic character of the stochastic heat equation. II
On existence and uniqueness of the solution for stochastic partial differential equations
Decorrelation of total mass via energy
Path properties of a class of Gaussian processes with applications to SPDE's
Large deviation principle for the fourth-order stochastic heat equations with fractional noises
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
Convergence to SPDEs in Stratonovich form
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
Moderate deviations for stochastic heat equation with rough dependence in Space
Deterministic and stochastic Cauchy problems for a class of weakly hyperbolic operators on \(\mathbb{R}^n\)
Random-field solutions of weakly hyperbolic stochastic partial differential equations with polynomially bounded coefficients
Central limit theorems for parabolic stochastic partial differential equations
Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
Propagation of singularities for the stochastic wave equation
Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain
The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise
Comparing the stochastic nonlinear wave and heat equations: a case study
Stochastic comparisons for stochastic heat equation
Dense blowup for parabolic SPDEs
Central limit theorems for stochastic wave equations in dimensions one and two
Fractional kinetic equation driven by general space-time homogeneous Gaussian noise
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\)

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