The stability of stochastic partial differential equations and applications i

DOI10.1080/17442508908833571zbMath0726.60060OpenAlexW2047577033MaRDI QIDQ3350409

István Gyöngy

Publication date: 1989

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508908833571

zbMATH Keywords

stabilitysemimartingalesnonlinear filteringstochastic evolution equations

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (11)

The support of the solution to a hyperbolic SPDE ⋮ On the stability of mean-field stochastic differential equations with irregular expectation functional ⋮ Almost sure approximation of Wong-Zakai type for stochastic partial differential equations ⋮ Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps ⋮ A (rough) pathwise approach to a class of non-linear stochastic partial differential equations ⋮ The approximation of stochastic partial differential equations and applications in nonlinear filtering ⋮ Rough path stability of (semi-)linear SPDEs ⋮ Finite difference schemes for stochastic partial differential equations in Sobolev spaces ⋮ Approximation and support theorems in modulus spaces ⋮ Approximation of solutions of mean-field stochastic differential equations ⋮ Partial differential equations driven by rough paths

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