Stochastic flows for nonlinear SPDEs driven by linear multiplicative space-time white noises

DOI10.1007/978-3-0348-0097-6_7MaRDI QIDQ2909977zbMATH OpenOpenAlexFDO

Authors B. Goldys, Xicheng Zhang

Publication date 7 September 2012

Published in Stochastic Analysis with Financial Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-0348-0097-6_7

zbMATH Keywords

stochastic partial differential equationsstochastic flowsspace-time white noises

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• scientific article; zbMATH DE number 3862158 (Why is no real title available?)
• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 1201579 (Why is no real title available?)
• scientific article; zbMATH DE number 803469 (Why is no real title available?)
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications
• Stochastic flows for nonlinear second-order parabolic SPDE

Cited in

(6)

• On linear stochastic flows
• Regularization by noise and flows of solutions for a stochastic heat equation
• Reversible stochastic flows associated with nonlinear SPDEs
• Solutions of SPDE's associated with a stochastic flow
• Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
• Functionals associated with gradient stochastic flows and nonlinear SPDEs

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