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)
Cited In (only showing first 100 items - show all)
- 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
- On a nonlinear stochastic pseudo-differential equation driven by fractional noise
- Non-linear noise excitation and intermittency under high disorder
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing
- Nonlinear fractional stochastic heat equation driven by Gaussian noise rough in space
- On a class of mixed stochastic heat equations driven by spatially homogeneous Gaussian noise
- Non-linear rough heat equations
- Semigroups, potential spaces and applications to (S)PDE
- Initial measures for the stochastic heat equation
- 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
- On stochastic partial differential equations with spatially correlated noise: smoothness of the law.
- Existence and blow-up of solutions to the fractional stochastic heat equations
- Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)
- Some properties of non-linear fractional stochastic heat equations on bounded domains
- On a stochastic heat equation with first order fractional noises and applications to finance
- The Wiener integral with respect to second order processes with stationary increments
- A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter
- 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.
- The high-order SPDEs driven by multi-parameter fractional noises
- 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
- Blow-up solutions of the stochastic nonlocal heat equations
- A note on intermittency for the fractional heat equation
- The non-Archimedean stochastic heat equation driven by Gaussian noise
- Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
- Solvability of parabolic Anderson equation with fractional Gaussian noise
- On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
- On some properties of a class of fractional stochastic heat equations
- Decorrelation of total mass via energy
- Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. 's
- Itô's formula for linear fractional PDEs
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
- Covariance measure and stochastic heat equation with fractional noise
- Path properties of a class of Gaussian processes with applications to SPDE's
- Strong solutions to stochastic wave equations with values in Riemannian manifolds
- 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
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
- Spatial asymptotic of the stochastic heat equation with compactly supported initial data
- Uniqueness for stochastic non-linear wave equations
- Hölder-Sobolev regularity of solutions to a class of SPDE's driven by a spatially colored noise
- Absolute continuity of the law of the solution to the 3-dimensional stochastic wave equation.
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