The monotonicity inequality for linear stochastic partial differential equations

DOI10.1142/S0219025709003902MaRDI QIDQ3402044zbMATH OpenOpenAlexFDO

Authors L. Gawarecki, V. S. Mandrekar, B. Rajeev

Publication date 2 February 2010

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025709003902

zbMATH Keywords

coercivityevolution equationsexistencefinite- and infinite-dimensional stochastic partial differential equationsmonotonicitymulti-Hilbertian spacesnuclear spacesprobabilistic representationsuniqueness

Mathematics Subject Classification ID

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

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Cites work

• Diffusion equations in duals of nuclear spaces
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• scientific article; zbMATH DE number 3188717 (Why is no real title available?)
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• On dissipative stochastic equations in a Hilbert space
• Probabilistic representations of solutions of the forward equations
• Probability representations of solutions to the heat equation
• Semimartingales: A course on stochastic processes
• Some applications of stochastic integration in infinite dimensions
• Stochastic partial differential equations and filtering of diffusion processes

Cited in

(19)

• Diffusion equation techniques in stochastic monotonicity and positive correlations
• Probability representations of solutions to the heat equation
• Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise
• Theoretical developments in the study of partial differential equations
• Differential operators on Hermite Sobolev spaces
• On the convergence of monotone schemes for path-dependent PDEs
• Translation invariant diffusions in the space of tempered distributions
• Probabilistic representations of solutions of the forward equations
• A class of stochastic differential equations with pathwise unique solutions
• On approximations of solutions of stochastic equations with monotone coefficients
• Stochastic PDEs in \(\mathcal{S}'\) for SDEs driven by Lévy noise
• scientific article; zbMATH DE number 3906920 (Why is no real title available?)
• scientific article; zbMATH DE number 3565846 (Why is no real title available?)
• scientific article; zbMATH DE number 1500594 (Why is no real title available?)
• Characterizing Gaussian flows arising from Itô's stochastic differential equations
• Lévy flows and associated stochastic PDEs
• Existence and uniqueness of stochastic PDEs associated with the forward equations: an approach using alternate norms
• Stochastic PDEs involving a bilaplacian operator
• Solutions of SPDE's associated with a stochastic flow

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