A primer on stochastic partial differential equations

MaRDI QIDQ3605385zbMATH OpenFDO

Authors D. Khoshnevisan

Publication date 24 February 2009

zbMATH Keywords

Gaussian processesstochastic partial differential equationsspace-time white noisemartingale measuresnonlinear stochastic heat equationstochastic integration in infinite dimensions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

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Cited in

(33)

• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
• The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion
• A random matrix from a stochastic heat equation
• Regularization by noise and flows of solutions for a stochastic heat equation
• Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
• On stochastic conservation laws and Malliavin calculus
• Numerical approximation and simulation of the stochastic wave equation on the sphere
• Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
• Ambit processes, their volatility determination and their applications
• SPDE limit of weakly inhomogeneous ASEP
• Regularity and strict positivity of densities for the nonlinear stochastic heat equation
• A landscape of peaks: the intermittency islands of the stochastic heat equation with Lévy noise
• Continuity and strict positivity of the multi-layer extension of the stochastic heat equation
• Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
• On a nonlinear stochastic fractional differential equation of fluid dynamics
• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• The Osgood condition for stochastic partial differential equations
• On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
• On the speed of convergence of Piterbarg constants
• On a class of stochastic partial differential equations
• Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
• scientific article; zbMATH DE number 1639835 (Why is no real title available?)
• Metastability for small random perturbations of a PDE with blow-up
• A stochastically perturbed fluid-structure interaction problem modeled by a stochastic viscous wave equation
• Extremes of the stochastic heat equation with additive Lévy noise
• Liouville's equations for random systems
• Parabolic SPDEs and intermittency. 16th Brazilian Summer School of Probability. Recife, Brazil, August 6--11, 2012
• Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
• Decorrelation of total mass via energy
• Phase analysis for a family of stochastic reaction-diffusion equations

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