On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs

DOI10.1007/S11118-005-9006-9MaRDI QIDQ2502245zbMATH OpenOpenAlexFDO

Authors R. Mikulevicius, Henrikas Pragarauskas

Publication date 12 September 2006

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-005-9006-9

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line
• A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space
• Dirichlet problem for stochasticparabolic equations in smoothdomains
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• scientific article; zbMATH DE number 1061253 (Why is no real title available?)
• scientific article; zbMATH DE number 785405 (Why is no real title available?)
• scientific article; zbMATH DE number 3895476 (Why is no real title available?)
• scientific article; zbMATH DE number 3269239 (Why is no real title available?)
• On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• On the Cauchy problem for parabolic SPDEs in Hölder classes.
• On the optimal filtering of diffusion processes

Cited in

(9)

• On the Cauchy problem for parabolic SPDEs in Hölder classes.
• Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
• \(W^{2, p}\)-solutions of parabolic SPDEs in general domains
• Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems
• Poincaré inequality for linear SPDE driven by Lévy noise
• Nonlinear parabolic SPDEs involving Dirichlet operators
• Ergodicity of linear SPDE driven by Lévy noise
• Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
• On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces

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