On nondegenerate quasilinear stochastic partial differential equations

DOI10.1007/BF01275588zbMath0842.60063MaRDI QIDQ1347115

István Gyöngy

Publication date: 22 July 1996

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

comparisonexistencestochastic partial differential equationsquasilinear non-degenerate case

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Existence and uniqueness results for semilinear stochastic partial differential equations ⋮ Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients ⋮ Numerical approximation for a white noise driven SPDE with locally bounded drift ⋮ GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS ⋮ Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet ⋮ On two-parameter non-degenerate Brownian martingales ⋮ Invariant measures for stochastic heat equations with unbounded coefficients.

Cites Work

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• Malliavin calculus for white noise driven parabolic SPDEs
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• White noise driven SPDEs with reflection
• On quasi-linear stochastic partial differential equations
• White noise driven parabolic SPDEs with measurable drift
• Absolute continuity of the law of the solution of a parabolic SPDE
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• On Itô’s Stochastic Integral Equations

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