Linear stochastic parabolic equations, degenerating on the boundary of a domain

DOI10.1214/EJP.V6-97MaRDI QIDQ1858641zbMATH OpenOpenAlexFDO

Authors S. V. Lototsky

Publication date 13 February 2003

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/122493, http://www.emis.de/journals/EJP-ECP/EjpVol6/paper24.abs.html

zbMATH Keywords

weighted spacesnonlinear filtering\(L_p\) estimates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Recommendations

• scientific article; zbMATH DE number 2028707
• Linear stochastic degenerate Sobolev equations and applications^†
• Degenerate parabolic stochastic partial differential equations: quasilinear case
• Degenerate parabolic stochastic partial differential equations
• Parabolic SPDEs degenerating on the boundary of nonsmooth domain
• Linear Parabolic Stochastic PDE and Wiener Chaos
• Stochastic perturbation of nonlinear degenerate parabolic problems.
• Stochastic parabolic equations with nonlinear dynamical boundary conditions
• Linear stochastic differential equations with boundary conditions
• The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations

Cited in

(16)

• Fluctuation analysis for the loss from default
• Sobolev space theory of SPDEs with continuous or measurable leading coefficients
• Parabolic SPDEs degenerating on the boundary of nonsmooth domain
• An \(L_{p}\)-theory of stochastic PDEs of divergence form on Lipschitz domains
• Large portfolio asymptotics for loss from default
• A weighted Sobolev space theory of parabolic stochastic PDEs on non-smooth domains
• \(L_p\)-theory of parabolic SPDEs degenerating on the boundary of \(C^{1}\) domains
• An \(L_p\)-theory of SPDEs on Lipschitz domains
• On degenerate linear stochastic evolution equations driven by jump processes
• Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains
• Linear parabolic equations with strong boundary degeneration
• A regularity theory for quasi-linear stochastic PDE\(\mathbf{s}\) in weighted Sobolev spaces
• Sobolev Space Theory of Parabolic Equations Degenerating on the Boundary ofC¹Domains
• Linear stochastic degenerate Sobolev equations and applications^†
• Elliptic equations with nonzero boundary conditions in weighted Sobolev spaces
• On stochastic partial differential equations with variable coefficients in C^1 domains

This page was built for publication: Linear stochastic parabolic equations, degenerating on the boundary of a domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1858641)