Evolution equation of a stochastic semigroup with white-noise drift.

DOI10.1214/AOP/1019160111MaRDI QIDQ1872502zbMATH OpenOpenAlexFDO

Authors David Nualart, Frederi Viens

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aop/1019160111

zbMATH Keywords

anticipating stochastic calculusSkorokhod integralstochastic parabolic equationsstochastic semigroups

Mathematics Subject Classification ID

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

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Cited in

(9)

• Long-time behaviour of nonautonomous SPDE's.
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Potential theory for hyperbolic SPDEs.
• Stochastic heat equation with white-noise drift
• A new approach to stochastic evolution equations with adapted drift
• Some parabolic PDEs whose drift is an irregular random noise in space
• Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations
• STABILITY FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH DIRICHLET WHITE-NOISE BOUNDARY CONDITIONS
• An SPDE with Robin-type boundary for a system of elastically killed diffusions on the positive half-line

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