Solutions of stochastic partial differential equations as extremals of convex functionals

DOI10.1007/S10474-005-0237-4zbMATH Open1090.60056OpenAlexW1969772073MaRDI QIDQ2368565FDOQ2368565

Authors: István Gyöngy, Teresa Martínez 

Publication date: 27 June 2006

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10474-005-0237-4

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zbMATH Keywords

monotone operators

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (10)

• Title not available (Why is that?)
• The monotonicity inequality for linear stochastic partial differential equations
• Title not available (Why is that?)
• Rate of convergence of space time approximations for stochastic evolution equations
• An exact connection between two solvable SDEs and a nonlinear utility stochastic PDE
• Optimal extension to Sobolev rough paths
• On discretization schemes for stochastic evolution equations
• Convex concentration for some additive functionals of jump stochastic differential equations
• Stochastic PDEs via convex minimization
• Extremal Properties of Solutions of Stochastic Equations

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