scientific article; zbMATH DE number 5138993

MaRDI QIDQ3428969zbMATH OpenFDO

Authors Huijie Qiao

Publication date 30 March 2007

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited in

(13)

• Strong scheme for a stochastic Goursat problem.
• Strong solutions of mean-field stochastic differential equations with irregular drift
• Strong solutions of stochastic differential equations with square integrable drift
• Strong solutions of anticipating stochastic differential equations on the Poisson space
• Strong solutions of semilinear stochastic partial differential equations
• An estimate of the error for strong solutions of stochastic differential equations
• scientific article; zbMATH DE number 1376437 (Why is no real title available?)
• Solutions statistiques fortes des équations différentielles stochastiques
• scientific article; zbMATH DE number 1525227 (Why is no real title available?)
• Weak and strong solutions of general stochastic models
• scientific article; zbMATH DE number 4197074 (Why is no real title available?)
• On strong solutions for positive definite jump diffusions
• On random measures on spaces of trajectories and strong and weak solutions of stochastic equations

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