White noise driven parabolic SPDEs with measurable drift
From MaRDI portal
Publication:1328281
DOI10.1006/jfan.1994.1040zbMath0801.60049OpenAlexW2024029539MaRDI QIDQ1328281
István Gyöngy, Etienne Pardoux, Vlad Bally
Publication date: 21 November 1994
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jfan.1994.1040
Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
On quasi-linear stochastic partial differential equations, Non-Gaussian scenarios for the heat equation with singular initial conditions, Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces, How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?, On nondegenerate quasilinear stochastic partial differential equations, Transportation inequalities for stochastic heat equations, Unnamed Item, On uniqueness for some non-Lipschitz SDE, On degenerate backward SPDEs in bounded domains under non-local conditions, On backward SPDEs without proper Cauchy condition, First Order BSPDEs in Higher Dimension for Optimal Control Problems, Parabolic Ito Equations with Mixed in Time Conditions, Hyperbolic type stochastic evolution equations with Lévy noise, Absolute continuity for some one-dimensional processes, Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation, Stochastic generalized Burgers equations driven by fractional noises, Existence and uniqueness results for semilinear stochastic partial differential equations, Regularization by noise and flows of solutions for a stochastic heat equation, Parabolic Ito equations and second fundamental inequality, SEMIMARTINGALE ATTRACTORS FOR ALLEN–CAHN SPDEs DRIVEN BY SPACE–TIME WHITE NOISE I: EXISTENCE AND FINITE DIMENSIONAL ASYMPTOTIC BEHAVIOR, Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients, Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces, Representation of functionals of Ito processes and their first exit times, Quasi-sure limit theorem of parabolic stochastic partial differential equations, Numerical approximation for a white noise driven SPDE with locally bounded drift, Nonlinear parabolic SPDEs involving Dirichlet operators, Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness, Duality and semi-group property for backward parabolic Itô equations, Parabolic SPDEs driven by Poisson white noise, Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs, Differentiable measures and the Malliavin calculus, Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations, Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise, Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach., On the boundedness of solutions of SPDEs, Degenerate backward SPDEs in bounded domains and applications to barrier options, On forward and backward SPDEs with non-local boundary conditions, Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
