Stochastic Equations in Infinite Dimensions
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Publication:3511273
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(only showing first 100 items - show all)- Rough Burgers-like equations with multiplicative noise
- Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
- Stability of non-densely defined semilinear stochastic evolution equations with application to the stochastic age-structured model
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Data-driven non-Markovian closure models
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
- Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation
- Solution theory to semilinear hyperbolic stochastic partial differential equations with polynomially bounded coefficients
- Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type
- Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
- Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space
- Approximate controllability of partial fractional neutral stochastic functional integro-differential inclusions with state-dependent delay
- Nonlocal Cauchy problem for fractional stochastic evolution equations in Hilbert spaces
- On the stochastic beam equation driven by a non-Gaussian Lévy process
- A mild Itô formula for SPDEs
- Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
- Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
- Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\)
- Parameter estimation for the stochastically perturbed Navier-Stokes equations
- Asymptotic stability of second-order neutral stochastic differential equations
- On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
- Unique ergodicity for fractionally dissipated, stochastically forced 2D Euler equations
- Well-posedness of the time-space fractional stochastic Navier-Stokes equations driven by fractional Brownian motion
- Stochastic evolution equations driven by a Liouville fractional Brownian motion
- Numerical analysis for stochastic partial differential delay equations with jumps
- Almost automorphic solutions to nonautonomous stochastic functional integrodifferential equations
- Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching
- On inviscid limits for the stochastic Navier-Stokes equations and related models
- The existence and decay estimates of the solutions to 3D stochastic Navier-Stokes equations with additive noise in an exterior domain
- On the Cauchy problem for stochastic parabolic equations in Hölder spaces
- Existence of densities for the 3D Navier-Stokes equations driven by Gaussian noise
- Global existence for the stochastic Degasperis-Procesi equation
- Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
- Multidimensional stochastic differential equations with distributional drift
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
- Optimal control for stochastic delay evolution equations
- Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
- Stochastic neural field equations: a rigorous footing
- Dissipative solutions to the stochastic Euler equations
- Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains
- The covariation for Banach space valued processes and applications
- Large deviations for stochastic generalized porous media equations
- On the Smoluchowski-Kramers approximation for SPDEs and its interplay with large deviations and long time behavior
- Fractional diffusion limit for a stochastic kinetic equation
- Stochastic maximum principle for optimal control of SPDEs
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
- Functional central limit theorem for Brownian particles in domains with Robin boundary condition
- Dynamics of stochastic fractional Boussinesq equations
- Homogenization of the evolution Stokes equation in a perforated domain with a stochastic Fourier boundary condition
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Analysis and approximation of stochastic nerve axon equations
- A semi-discrete scheme for the stochastic Landau-Lifshitz equation
- Multidimensional potential Burgers turbulence
- Upper semicontinuity of attractors for a non-Newtonian fluid under small random perturbations
- On the initial value problem of fractional stochastic evolution equations in Hilbert spaces
- Consistent variance curve models
- Approximate controllability of Sobolev type nonlocal fractional stochastic dynamic systems in Hilbert spaces
- Stochastic nonlinear Schrödinger equations with linear multiplicative noise: rescaling approach
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- Regularity theory for nonlinear systems of SPDEs
- Renormalization group approach to SDEs with nonlinear diffusion terms
- Finite-dimensional representations for controlled diffusions with delay
- Weak convergence of probability measures of Trotter-Kato approximate solutions of stochastic evolution equations
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
- Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients
- Martingale and pathwise solutions to the stochastic Zakharov-Kuznetsov equation with multiplicative noise
- Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients
- Exponential mixing for the white-forced damped nonlinear wave equation
- Stability of delay evolution equations with stochastic perturbations
- Superdiffusion of energy in a chain of harmonic oscillators with noise
- A PDE approach to large deviations in Hilbert spaces
- The optimal behavior of solutions to fractional impulsive stochastic integro-differential equations and its control problems
- Square-mean almost automorphic solutions to some stochastic evolution equations. I: Autonomous case
- Stochastic spatiotemporal diffusive predator-prey systems
- \(H^1\)-random attractors and asymptotic smoothing effect of solutions for stochastic Boussinesq equations with fluctuating dynamical boundary conditions
- Transposition method for backward stochastic evolution equations revisited, and its application
- On the Feynman–Kac Formula
- Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes
- On approximate controllability of second-order neutral partial stochastic functional integrodifferential inclusions with infinite delay and impulsive effects
- Diffusion-approximation in stochastically forced kinetic equations
- Diffusion limit for the radiative transfer equation perturbed by a Wiener process
- Feedback optimal control for stochastic Volterra equations with completely monotone kernels
- Stochastic dynamics of a neural field lattice model with state dependent nonlinear noise
- Exponential stability of solutions for retarded stochastic differential equations without dissipativity
- Moderate deviations for a stochastic wave equation in dimension three
- Stationary solutions in thermodynamics of stochastically forced fluids
- Large deviations, dynamics and phase transitions in large stochastic and disordered neural networks
- Long-time behavior of stochastic reaction-diffusion equation with dynamical boundary condition
- Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
- Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
- Solution properties of a 3D stochastic Euler fluid equation
- Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
- Exponential moment bounds and strong convergence rates for tamed-truncated numerical approximations of stochastic convolutions
- Estimates for invariant probability measures of degenerate SPDEs with singular and path-dependent drifts
- Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
- Scaling limits of weakly asymmetric interfaces
- Large deviation principles of obstacle problems for quasilinear stochastic PDEs
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