Stochastic Equations in Infinite Dimensions
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Publication:3511273
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(only showing first 100 items - show all)- 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
- On weak-strong uniqueness for stochastic equations of incompressible fluid flow
- Non-local conservation law from stochastic particle systems
- Stochastic subspace correction in Hilbert space
- Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations
- Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations
- Stochastic PDE model for spatial population growth in random environments
- Interest rate theory and geometry
- Simulation of SPDEs for excitable media using finite elements
- Optimal retirement in a general market environment
- Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation
- Synchronization in coupled stochastic sine-Gordon wave model
- Well-posedness of stochastic primitive equations with multiplicative noise in three dimensions
- Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- Sensitivity with respect to the yield curve: duration in a stochastic setting
- Complete controllability of impulsive stochastic integrodifferential systems in Hilbert space
- Convergence of flux-splitting finite volume schemes for hyperbolic scalar conservation laws with a multiplicative stochastic perturbation
- Existence and stability for stochastic partial differential equations with infinite delay
- Homogenization of a stochastic viscous transport equation
- Attractors for a random evolution equation with infinite memory: theoretical results
- On the continuity of pathwise solutions to Langevin equations in infinite dimensions
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Random attractor for stochastic Boissonade system with time-dependent deterministic forces and white noises
- Non-autonomous stochastic evolution equations in Banach spaces of martingale type 2: strict solutions and maximal regularity
- Stochastic dynamics for an infinite system of random closed strings: A Gibbsian point of view
- Existence-uniqueness and exponential estimate of pathwise solutions of retarded stochastic evolution systems with time smooth diffusion coefficients
- Random attractors for stochastic retarded reaction-diffusion equations on unbounded domains
- Error estimates of finite element methods for fractional stochastic Navier-Stokes equations
- Exponential moments for numerical approximations of stochastic partial differential equations
- Invariant Gibbs measures for the three-dimensional wave equation with a Hartree nonlinearity. I: measures
- Existence of random attractors for 2D-stochastic nonclassical diffusion equations on unbounded domains
- Logarithmic asymptotics of the densities of SPDEs driven by spatially correlated noise
- Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations with vanishing noise correlation
- On a stochastic version of Prouse model in fluid dynamics
- Convergence theorems for operators sequences on functionals of discrete-time normal martingales
- Simulated annealing for stochastic semilinear equations on Hilbert spaces
- Schrödinger limit of weakly dissipative stochastic Klein-Gordon-Schrödinger equations and large deviations
- 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
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