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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Nonlinear stochastic heat equation driven by spatially colored noise: moments and intermittency
Stochastic heat and wave equations on a Lie group
On the valleys of the stochastic heat equation
On a nonlinear stochastic pseudo-differential equation driven by fractional noise
Stratonovich solution for the wave equation
Kernel-correlated Lévy field driven forward rate and application to derivative pricing
Non-linear noise excitation and intermittency under high disorder
Exact asymptotics of the stochastic wave equation with time-independent noise
Stochastic wave equation with critical nonlinearities: temporal regularity and uniqueness
Transportation inequalities for stochastic heat equation with rough dependence in space
Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
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
Properties of the density for a three-dimensional stochastic wave equation
Exponential asymptotics for Brownian self-intersection local times under Dalang's condition
Optimal regularity of SPDEs with additive noise
\(L_p\)-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
On a high-dimensional nonlinear stochastic partial differential equation
Non-linear rough heat equations
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise
Semigroups, potential spaces and applications to (S)PDE
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
On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise
Stochastic integrals for SPDEs: a comparison
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
Initial measures for the stochastic heat equation
Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3
Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case
Maximally distributed random fields under sublinear expectation
On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
Central limit theorems for nonlinear stochastic wave equations in dimension three
Existence and blow-up of solutions to the fractional stochastic heat equations
On the large-scale structure of the tall peaks for stochastic heat equations with fractional Laplacian
On a stochastic heat equation with first order fractional noises and applications to finance
Some properties of non-linear fractional stochastic heat equations on bounded domains
The Wiener integral with respect to second order processes with stationary increments
Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise
SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
Asymptotic distributions for power variation of the solution to a stochastic heat equation
Inverse random source scattering problems in several dimensions
Dissipation in parabolic SPDEs
Optimal Hölder continuity and hitting probabilities for SPDEs with rough fractional noises
A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
The high-order SPDEs driven by multi-parameter fractional noises
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\)
Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere.
Chung's law of the iterated logarithm for anisotropic Gaussian random fields
On the chaotic character of the stochastic heat equation. II
The stochastic wave equation with multiplicative fractional noise: A Malliavin calculus approach
Some properties of fractional kinetic equation with Gaussian noise rough in space
A note on intermittency for the fractional heat equation
Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition
The non-Archimedean stochastic heat equation driven by Gaussian noise
Blow-up solutions of the stochastic nonlocal heat equations
Parabolic Anderson model with rough or critical Gaussian noise
Moderate deviations for a stochastic wave equation in dimension three
Macroscopic multi-fractality of Gaussian random fields and linear stochastic partial differential equations with colored noise
From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
A solution theory for a general class of SPDEs
Chaotic characterization of one dimensional stochastic fractional heat equation
Decompositions of stochastic convolution driven by a white-fractional Gaussian noise
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
Stochastic fractional heat equations driven by fractional noises
Fractional kinetic equation driven by general space-time homogeneous Gaussian noise
Decorrelation of total mass via energy
On some properties of a class of fractional stochastic heat equations
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
High-frequency analysis of parabolic stochastic PDEs
Transportation cost-information inequality for stochastic wave equation
On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
Solvability of parabolic Anderson equation with fractional Gaussian noise
Itô's formula for linear fractional PDEs
Small stochastic perturbations in a general fractional kinetic equation
Asymptotic distributions for power variations of the solution to the spatially colored stochastic heat equation
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
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
Free energy in a mean field of Brownian particles
SPDEs with colored Gaussian noise: a survey
Malliavin differentiability of solutions of SPDEs with Lévy white noise
Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: Nonlinear case
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise
Dynkin's isomorphism theorem and the stochastic heat equation
An approximation result for a class of stochastic heat equations with colored noise
Covariance measure and stochastic heat equation with fractional noise
Path properties of a class of Gaussian processes with applications to SPDE's
Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds
Strong solutions to stochastic wave equations with values in Riemannian manifolds
Feynman-Kac formula for iterated derivatives of the parabolic Anderson model
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

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