On the Cauchy problem for parabolic SPDEs in Hölder classes.

DOI10.1214/AOP/1019160112zbMATH Open1044.60050OpenAlexW2021529479MaRDI QIDQ1872503FDOQ1872503

Authors: R. Mikulevicius

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/1019160112

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zbMATH Keywords

Cauchy problem parabolic stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

Stochastic Equations in Infinite Dimensions
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On the optimal filtering of diffusion processes
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Linear Parabolic Stochastic PDE and Wiener Chaos
On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space

Cited In (23)

Backward and forward filtering under the weak Hörmander condition
On the Cauchy problem for stochastic parabolic equations in Hölder spaces
On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
Schauder-type estimates for higher-order parabolic SPDEs
On the stochastic Magnus expansion and its application to SPDEs
On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.
Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
$W^{2, p}$-solutions of parabolic SPDEs in general domains
SPDEs with coloured noise: Analytic and stochastic approaches
Existence results for linear evolution equations of parabolic type
On classical solutions of linear stochastic integro-differential equations
A note on space-time Hölder regularity of mild solutions to stochastic Cauchy problems in $L^{p}$-spaces
Schauder estimates for stochastic transport-diffusion equations with Lévy processes
Holder Estimates for Solutions of Parabolic SPDEs
Model problem for integro-differential Zakai equation with discontinuous observation processes
On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces
A Schauder estimate for stochastic PDEs
On Hölder solutions of the integro-differential Zakai equation
Title not available (Why is that?)
Cauchy problem of stochastic kinetic equations
The parametrix method for parabolic SPDEs

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