scientific article; zbMATH DE number 4190850

MaRDI QIDQ3209952zbMATH OpenFDO

Authors Wilfried Grecksch

Publication date 1991

zbMATH Keywords

Gelfand triplehyperbolic Itô equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Recommendations

• Parabolische Regularisierung einer hyperbolischen Itogleichung
• On the approximation of stochastic partial differential equations i
• An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise
• Approximation Schemes for Stochastic Differential Equations in Hilbert Space
• Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation

Cited in

(3)

• On Itô's formula for elliptic diffusion processes
• Parabolische Regularisierung einer hyperbolischen Itogleichung
• An extension of Itô's formula for elliptic diffusion processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3209952)