Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
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Publication:1293636
DOI10.1214/EJP.V4-43zbMATH Open0922.60056MaRDI QIDQ1293636FDOQ1293636
Authors: Robert C. Dalang 
Publication date: 8 July 1999
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/119958
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integrals (60H05)
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- Stratonovich solution for the wave equation
- Exact asymptotics of the stochastic wave equation with time-independent noise
- Transportation inequalities 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
- Moderate deviations for stochastic heat equation with rough dependence in Space
- Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
- Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
- On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian
- Dissipation in parabolic SPDEs
- From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
- Chaotic characterization of one dimensional stochastic fractional heat equation
- A solution theory for a general class of SPDEs
- Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
- Fractional kinetic equation driven by general space-time homogeneous Gaussian noise
- A forward-backward SDE from the 2D nonlinear stochastic heat equation
- A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
- Free energy in a mean field of Brownian particles
- SPDEs with colored Gaussian noise: a survey
- Markovian lifts of positive semidefinite affine Volterra-type processes
- Central limit theorems for heat equation with time-independent noise: The regular and rough cases
- Gaussian fluctuations for the stochastic heat equation with colored noise
- Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
- The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise
- On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
- Comparing the stochastic nonlinear wave and heat equations: a case study
- Stochastic comparisons for stochastic heat equation
- Central limit theorems for stochastic wave equations in dimensions one and two
- Global solutions to stochastic wave equations with superlinear coefficients
- Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise
- Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
- The Osgood condition for stochastic partial differential equations
- Gaussian fluctuation for spatial average of parabolic Anderson model with Neumann/Dirichlet/periodic boundary conditions
- Large deviation principle for a space-time fractional stochastic heat equation with fractional noise
- Central limit theorem for a fractional stochastic heat equation with spatially correlated noise
- Propagation of singularities for the stochastic wave equation
- Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain
- Spatial ergodicity for SPDEs via Poincaré-type inequalities
- An almost sure central limit theorem for the stochastic heat equation
- Spatial averages for the Parabolic Anderson model driven by rough noise
- A stochastically perturbed fluid-structure interaction problem modeled by a stochastic viscous wave equation
- Averaging Gaussian functionals
- Limit theorems for time-dependent averages of nonlinear stochastic heat equations
- Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\)
- Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
- Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
- Central limit theorems for parabolic stochastic partial differential equations
- Hyperbolic Anderson Model with space-time homogeneous Gaussian noise
- Averaging 2D stochastic wave equation
- Dense blowup for parabolic SPDEs
- Local solution to an energy critical 2-D stochastic wave equation with exponential nonlinearity in a bounded domain
- Scaling limits of directed polymers in spatial-correlated environment
- Hölder regularity for the nonlinear stochastic time-fractional slow \& fast diffusion equations on \({\mathbb{R}}^d\)
- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications
- Stochastic wave equation with critical nonlinearities: temporal regularity and uniqueness
- Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
- On a high-dimensional nonlinear stochastic partial differential equation
- Properties of the density for a three-dimensional stochastic wave equation
- Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
- Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
- Inverse random source scattering problems in several dimensions
- Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
- Parabolic Anderson model with rough or critical Gaussian noise
- Moderate deviations for a stochastic wave equation in dimension three
- Stochastic fractional heat equations driven by fractional noises
- High-frequency analysis of parabolic stochastic PDEs
- Transportation cost-information inequality for stochastic wave equation
- On a class of stochastic hyperbolic equations with double characteristics
- The Hausdorff measure of the range and level sets of Gaussian random fields with sectorial local nondeterminism
- Malliavin differentiability of solutions of SPDEs with Lévy white noise
- An approximation result for a class of stochastic heat equations with colored noise
- Random-field solutions to linear hyperbolic stochastic partial differential equations with variable coefficients
- SPDEs with fractional noise in space: continuity in law with respect to the Hurst index
- Local nondeterminism and the exact modulus of continuity for stochastic wave equation
- Talagrand concentration inequalities for stochastic partial differential equations
- Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
- On weak convergence of stochastic heat equation with colored noise
- The stochastic wave equations driven by fractional and colored noises
- Higher-order stochastic partial differential equations with branching noises
- Quantitative normal approximations for the stochastic fractional heat equation
- SPDEs with coloured noise: Analytic and stochastic approaches
- Local nondeterminism and local times of the stochastic wave equation driven by fractional-colored noise
- Spatial integral of the solution to hyperbolic Anderson model with time-independent noise
- Analysis of the gradient of the solution to a stochastic heat equation via fractional Brownian motion
- Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation
- Continuity in the Hurst index of the local times of anisotropic Gaussian random fields
- Behavior of solutions to the 1D focusing stochastic nonlinear Schrödinger equation with spatially correlated noise
- Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
- Regularity of the sample paths of a class of second-order SPDE's
- Sample paths of the solution to the fractional-colored stochastic heat equation
- Some recent progress on stochastic heat equations
- Behaviour of the density in perturbed SPDE's with spatially correlated noise
- Intermittency for the wave equation with Lévy white noise
- Existence of density for the stochastic wave equation with space-time homogeneous Gaussian noise
- On a class of stochastic partial differential equations
- Hölder continuity for stochastic fractional heat equation with colored noise
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
- Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
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