Generalized solutions of a stochastic partial differential equation

DOI10.1007/BF02214271zbMATH Open0802.60056WikidataQ115392707 ScholiaQ115392707MaRDI QIDQ1322909FDOQ1322909

Authors: Hiroshi Kunita 

Publication date: 19 December 1994

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Recommendations

• Generalized solutions of linear parabolic stochastic partial differential equations
• Generalized solutions of abstract stochastic problems
• Existence and uniquenesstheorems for some stochastic parabolic partial differential equations
• scientific article
• scientific article; zbMATH DE number 1779812

zbMATH Keywords

Cauchy problemSchwartz distributionspartial Malliavin calculusanalogue of the Feynman-Kac formulanonhomogeneous noisestochastic parabolic partial differential equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Hypoelliptic second order differential equations
• Stochastic partial differential equations and diffusion processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic partial differential equations and filtering of diffusion processes
• Title not available (Why is that?)
• Stochastic flows acting on Schwartz distributions
• The partial malliavin calculus and its application to non-linear filtering
• Diffusions conditionnelles. I. Hypoellipticité partielle
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

Cited In (40)

• Title not available (Why is that?)
• Generalized solutions of a hyperbolic equation with a $\varphi$-sub-Gaussian right hand side
• On Generalized Solutions to Stochastic Systems
• Generalized solutions to stochastic systems in Gelfand-Shilov spaces
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations
• Generalized RBSDEs with Random Terminal Time and Applications to PDEs
• Generalized stochastic evolution equations
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• Probabilistic interpretation of the Cauchy problem solution for systems of nonlinear parabolic equations
• Generalized solutions of a class of nuclear-space-valued stochastic evolution equations
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
• Generalized solution of some parabolic equations with a random drift
• Probabilistic model for the Lotka-Volterra system with cross-diffusion
• Probabilistic Counterparts for Strongly Coupled Parabolic Systems
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Numerical computation for backward doubly SDEs with random terminal time
• Euler time discretization of backward doubly SDEs and application to semilinear SPDEs
• Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions
• Evolution equation of a stochastic semigroup with white-noise drift.
• Cable equation with a general stochastic measure
• Stochastic partial differential equations with singular terminal condition
• Generalized solutions of nonlinear parabolic equations and diffusion processes
• Title not available (Why is that?)
• Sobolev space weak solutions to one kind of quasilinear parabolic partial differential equations related to forward-backward stochastic differential equations
• Probability and statistics. Part 7. Transl. from the Russian
• Backward doubly SDEs and SPDEs with superlinear growth generators
• \(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
• Generalized Solutions to Stochastic Problems as Regularized in a Broad Sense
• The obstacle problem for semilinear parabolic partial integro-differential equations
• On stochastic generalized functions
• A quenched local limit theorem for stochastic flows
• Title not available (Why is that?)
• Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probabilistic models of the dynamics of the growth of cells under contact inhibition
• Generalized solutions of the Cauchy problem for systems of nonlinear parabolic equations and diffusion processes
• Stochastic interpretation of the MHD-Burgers system
• Probabilistic interpretations of quasilinear parabolic systems

This page was built for publication: Generalized solutions of a stochastic partial differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1322909)