A primer on stochastic partial differential equations
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Publication:3605385
zbMATH Open1168.60027MaRDI QIDQ3605385FDOQ3605385
Authors: D. Khoshnevisan 
Publication date: 24 February 2009
Recommendations
Gaussian processesstochastic partial differential equationsspace-time white noisemartingale measuresnonlinear stochastic heat equationstochastic integration in infinite dimensions
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)
Cited In (33)
- Parabolic SPDEs and intermittency. 16th Brazilian Summer School of Probability. Recife, Brazil, August 6--11, 2012
- Regularization by noise and flows of solutions for a stochastic heat equation
- A random matrix from a stochastic heat equation
- Ambit processes, their volatility determination and their applications
- On the local linearization of the one-dimensional stochastic wave equation with a multiplicative space-time white noise forcing
- SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index
- Metastability for small random perturbations of a PDE with blow-up
- SPDE limit of weakly inhomogeneous ASEP
- Decorrelation of total mass via energy
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
- Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
- Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions
- Phase analysis for a family of stochastic reaction-diffusion equations
- Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
- Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises
- Title not available (Why is that?)
- Extremes of the stochastic heat equation with additive Lévy noise
- The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion
- Numerical approximation and simulation of the stochastic wave equation on the sphere
- Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension
- The Osgood condition for stochastic partial differential equations
- On stochastic conservation laws and Malliavin calculus
- On a nonlinear stochastic fractional differential equation of fluid dynamics
- On a class of stochastic partial differential equations
- Liouville’s equations for random systems
- A stochastically perturbed fluid-structure interaction problem modeled by a stochastic viscous wave equation
- Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
- Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation
- Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
- Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
- 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
- On the speed of convergence of Piterbarg constants
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