White noise driven parabolic SPDEs with measurable drift

DOI10.1006/JFAN.1994.1040zbMATH Open0801.60049OpenAlexW2024029539MaRDI QIDQ1328281FDOQ1328281

Authors: 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

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zbMATH Keywords

Malliavin calculusstrong solution

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Cited In (43)

• On backward SPDEs without proper Cauchy condition
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Degenerate backward SPDEs in bounded domains and applications to barrier options
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• On the boundedness of solutions of SPDEs
• How to determine the law of the solution to a stochastic partial differential equation driven by a Lévy space-time noise?
• On a class of parabolic SPDEs driven by a fractional white noise for \(H>\frac 12\)
• Some stability results for semilinear stochastic heat equation driven by a fractional noise
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation
• Absolute continuity for some one-dimensional processes
• Regularization by noise and flows of solutions for a stochastic heat equation
• Parabolic Ito equations and second fundamental inequality
• Quasi-sure limit theorem of parabolic stochastic partial differential equations
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• Stochastic generalized Burgers equations driven by fractional noises
• Transportation inequalities for stochastic heat equations
• On quasi-linear stochastic partial differential equations
• Approximation of the density of a solution of a nonlinear SDE -- application to parabolic SPDEs
• Non-Gaussian scenarios for the heat equation with singular initial conditions
• Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
• Representation of functionals of Itô processes and their first exit times
• Title not available (Why is that?)
• First order BSPDEs in higher dimension for optimal control problems
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Differentiable measures and the Malliavin calculus
• Numerical approximation for a white noise driven SPDE with locally bounded drift
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• On uniqueness for some non-Lipschitz SDE
• Nonlinear parabolic SPDEs involving Dirichlet operators
• Existence and regularity of a weak function-solution for some Landau equations with a stochastic approach.
• Duality and semi-group property for backward parabolic Itô equations
• Parabolic SPDEs driven by Poisson white noise
• SEMIMARTINGALE ATTRACTORS FOR ALLEN–CAHN SPDEs DRIVEN BY SPACE–TIME WHITE NOISE I: EXISTENCE AND FINITE DIMENSIONAL ASYMPTOTIC BEHAVIOR
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• Parabolic Ito Equations with Mixed in Time Conditions
• Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
• Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients
• Some parabolic PDEs whose drift is an irregular random noise in space
• Hyperbolic type stochastic evolution equations with Lévy noise
• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
• On nondegenerate quasilinear stochastic partial differential equations
• Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise

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