Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise

DOI10.1007/978-3-319-03512-3_8MaRDI QIDQ2946089zbMATH OpenOpenAlexWikidataFDO

Authors Michael Hinz, E. Issoglio, Martina Zähle

Publication date 16 September 2015

Published in Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.3272

zbMATH Keywords

stochastic partial differential equationsfractal noisepathwise methods

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random situations, they provide corresponding statements for stochastic partial differential equations driven by fractional noises of sufficiently high regularity order. The approach is based on semigroup theory.

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Cited in

(8)

• A Feynman-Kac result via Markov BSDEs with generalised drivers
• Gradient-type noises I–partial and hybrid integrals
• Gradient type noises. II: Systems of stochastic partial differential equations
• Regularity of the solutions to SPDEs in metric measure spaces
• (S)PDE on fractals and Gaussian noise
• Blow‐up regions for a class of fractional evolution equations with smoothed quadratic nonlinearities
• A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis
• Some parabolic PDEs whose drift is an irregular random noise in space

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