L^p estimates for the uniform norm of solutions of quasilinear SPDE's
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Publication:2575674
DOI10.1007/S00440-005-0436-5zbMATH Open1085.60043OpenAlexW1981007600MaRDI QIDQ2575674FDOQ2575674
Authors: Laurent Denis, Anis Matoussi, Lucretiu Stoica 
Publication date: 6 December 2005
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-005-0436-5
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Cites Work
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- Weak solutions for SPDE's and backward doubly stochastic differential equations
- Stochastic partial differential equations and filtering of diffusion processes
- Generalized solutions of a stochastic partial differential equation
- Backward stochastic differential equations associated to a symmetric Markov process
- On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
- Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
Cited In (35)
- On the Cauchy problem for stochastic parabolic equations in Hölder spaces
- \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions
- The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
- On the boundedness of solutions of SPDEs
- On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
- Maximum principle for quasi-linear backward stochastic partial differential equations
- Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
- The second-order parabolic PDEs with singular coefficients and applications
- On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs
- Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
- \(W^{2, p}\)-solutions of parabolic SPDEs in general domains
- Hölder continuous of the solutions to stochastic nonlocal heat equations
- The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
- Maximum principle for quasi-linear reflected backward SPDEs
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- A stochastically perturbed mean curvature flow by colored noise
- On the quasi-linear reflected backward stochastic partial differential equations
- \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity
- Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
- The obstacle problem for quasilinear stochastic PDEs: analytical approach
- Regularity theory for nonlinear systems of SPDEs
- Schauder estimates for stochastic transport-diffusion equations with Lévy processes
- Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation
- Degenerate parabolic stochastic partial differential equations: quasilinear case
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients
- \(L^p\)-strong solutions of stochastic partial differential equations with monotonic drifts
- On inviscid limits for the stochastic Navier-Stokes equations and related models
- BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
- Supremum estimates for degenerate, quasilinear stochastic partial differential equations
- \(L_p\)-estimates for SPDE with discontinuous coefficients in domains
- Hölder estimates of mild solutions for nonlocal SPDEs
- On the small time asymptotics of quasilinear parabolic stochastic partial differential equations
- Lower and upper bounds for the explosion times of a system of semilinear SPDEs
- A Bismut-Elworthy inequality for a Wasserstein diffusion on the circle
- The parametrix method for parabolic SPDEs
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