On a doubly nonlinear PDE with stochastic perturbation
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Publication:2287876
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Cites work
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Cited in
(15)- A duality analysis on stochastic partial differential equations
- Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
- Nonlinear stochastic perturbations of dynamical systems and quasi-linear parabolic PDE's with a small parameter
- Well-posedness for a pseudomonotone evolution problem with multiplicative noise
- The stochastic Cahn–Hilliard equation with degenerate mobility and logarithmic potential
- Doubly nonlinear stochastic evolution equations
- Well-posedness for a class of doubly nonlinear stochastic PDEs of divergence type
- Rate-independent stochastic evolution equations: parametrized solutions
- Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
- Doubly nonlinear stochastic evolution equations. II.
- Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure
- Well-posedness of stochastic evolution equations with Hölder continuous noise
- Convergence rates for a finite volume scheme of the stochastic heat equation
- Existence of solutions for a differential system involving doubly nonlinear inclusions
- Perturbed evolutionary differential hemivariational inequalities involving time-dependent maximal monotone operators
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