Generalized stochastic evolution equations

DOI10.1016/J.JDE.2014.04.017zbMATH Open1296.60168OpenAlexW2088360015MaRDI QIDQ2451889FDOQ2451889

Authors: Ji Li, K. L. Kuttler 

Publication date: 26 May 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2014.04.017

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zbMATH Keywords

degenerate evolution equationsstochastic integrationItō formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Initial-boundary value problems for PDEs of mixed type (35M13) Stochastic integral equations (60H20)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Stochastic generalized porous media and fast diffusion equations
• Equations stochastiques du type Navier-Stokes
• A concise course on stochastic partial differential equations
• Sur une classe de problèmes d'évolution non linéaires

Cited In (10)

• Conditional differential equations of higher order
• Non-Markovian stochastic evolution equations
• Controllability and observability of stochastic singular systems in Banach spaces
• A theorem allowing the derivation of deterministic evolution equations from stochastic evolution equations. Tensorial spinorial, and other extensions
• Conditional differential equations
• Title not available (Why is that?)
• Space-time coupled evolution equations and their stochastic solutions
• Existence for dynamic contact of a stochastic viscoelastic Gao beam
• Controllability and observability of stochastic implicit systems and stochastic GE-evolution operator
• Evolution equations for the probabilistic generalization of the Voigt profile function

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