A concise course on stochastic partial differential equations
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Publication:2369708
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(only showing first 100 items - show all)- Pathwise Taylor schemes for random ordinary differential equations
- Martingale solutions and Markov selections for stochastic partial differential equations
- Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
- On the stochastic \(p\)-Laplace equation
- Pathwise numerical approximations of SPDEs with additive noise under non-global Lipschitz coefficients
- On the convergence of a stochastic 3D globally modified two-phase flow model
- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
- Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
- Stochastic stabilization of slender beams in space: modeling and boundary control
- On the regularity of weak solutions to space-time fractional stochastic heat equations
- Numerical approximation of stochastic evolution equations: convergence in scale of Hilbert spaces
- Stability of the overdamped Langevin equation in double-well potential
- The stochastic 3D globally modified Navier-Stokes equations: existence, uniqueness and asymptotic behavior
- Itô formula for processes taking values in intersection of finitely many Banach spaces
- Uniqueness for a class of stochastic Fokker-Planck and porous media equations
- Stochastic Allen-Cahn equation with mobility
- Doubly probabilistic representation for the stochastic porous media type equation
- Local martingale solutions to the stochastic two layer shallow water equations with multiplicative white noise
- Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
- Entropy solutions for stochastic porous media equations
- Error estimates of finite element methods for nonlinear fractional stochastic differential equations
- A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
- Singular stochastic Allen-Cahn equations with dynamic boundary conditions
- A stochastic generalized Ginzburg-Landau equation driven by jump noise
- A simplified Milstein scheme for SPDEs with multiplicative noise
- Instability, rupture and fluctuations in thin liquid films: theory and computations
- Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Convergence of the solution of the stochastic 3D globally modified Cahn-Hilliard-Navier-Stokes equations
- Measure-valued solutions of the continuity equation with a random potential
- Lattice approximation to the dynamical \(\Phi_{3}^{4}\) model
- Stochastic control for mean-field stochastic partial differential equations with jumps
- Stochastic porous media equations in \(\mathbb R^d\)
- Viscosity limit and deviations principles for a grade-two fluid driven by multiplicative noise
- SPDEs with colored Gaussian noise: a survey
- Strong solutions for stochastic partial differential equations of gradient type
- Global well-posedness of the stochastic generalized Kuramoto-Sivashinsky equation with multiplicative noise
- A weak space-time formulation for the linear stochastic heat equation
- Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation
- Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
- Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow
- Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
- A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
- Random attractors for degenerate stochastic partial differential equations
- Harnack inequality for semilinear SPDE with multiplicative noise
- The Itō integral with respect to an infinite dimensional Lévy process: a series approach
- Hyperbolic type stochastic evolution equations with Lévy noise
- Stochastic Navier-Stokes equations with artificial compressibility in random durations
- Rescaling approach for a stochastic population dynamics equation perturbed by a linear multiplicative Gaussian noise
- Combined error estimates for local fluctuations of SPDEs
- Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
- Boundary layer analysis for the stochastic nonlinear reaction-diffusion equations
- Galerkin finite element method for time-fractional stochastic diffusion equations
- The Euler equations of an inviscid incompressible fluid driven by a Lévy noise
- Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
- A Galerkin finite element method for time-fractional stochastic heat equation
- Existence for nonlinear finite dimensional stochastic differential equations of subgradient type
- Forward and backward mean-field stochastic partial differential equation and optimal control
- Solution properties of a 3D stochastic Euler fluid equation
- Stochastic exponential integrator for finite element spatial discretization of stochastic elastic equation
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear SPDEs driven by multiplicative or additive noise
- Strong convergence of the linear implicit Euler method for the finite element discretization of semilinear non-autonomous SPDEs driven by multiplicative or additive noise
- Pathwise convergence of an efficient scheme for SPDEs with non-globally Lipschitz nonlinearity
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Functional SPDE with multiplicative noise and Dini drift
- A solution theory for a general class of SPDEs
- Regularity theory for nonlinear systems of SPDEs
- Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
- Stochastic MHD equations with fractional kinematic dissipation and partial magnetic diffusion in \(\mathbb{R}^2\)
- Weak convergence rates for an explicit full-discretization of stochastic Allen-Cahn equation with additive noise
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
- Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
- Spatial Sobolev regularity for stochastic Burgers equations with additive trace class noise
- Existence and linear approximation for the stochastic 3D magnetohydrodynamic-alpha model
- Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
- Weak pullback mean random attractors for non-autonomous \(p\)-Laplacian equations
- On initial value and terminal value problems for subdiffusive stochastic Rayleigh-Stokes equation
- Sub-critical and critical stochastic quasi-geostrophic equations with infinite delay
- Invariant measures and global well posedness for the SQG equation
- Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
- Large deviations for stochastic porous media equations
- Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
- The stochastic viscous Cahn-Hilliard equation: well-posedness, regularity and vanishing viscosity limit
- Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure
- A local-in-time theory for singular SDEs with applications to fluid models with transport noise
- On Itô formulas for jump processes
- Periodic, almost periodic and almost automorphic solutions for SPDEs with monotone coefficients
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
- Stochastic generalized porous media equations driven by Lévy noise with increasing Lipschitz nonlinearities
- Weak pullback attractors for stochastic Ginzburg-Landau equations in Bochner spaces
- Stochastic heat equations with logarithmic nonlinearity
- Solution to a stochastic 3D nonlocal Cahn-Hilliard-Navier-Stokes model with shear dependent viscosity via a splitting-up method
- Porous media equations with multiplicative space-time white noise
- Noise effect in a stochastic generalized Camassa-Holm equation
- Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements
- An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients
- Wasserstein-based methods for convergence complexity analysis of MCMC with applications
- Existence and regularity results for stochastic fractional pseudo-parabolic equations driven by white noise
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