Existence and uniqueness of solutions to a class of stochastic partial differential equations

DOI10.1080/07362998508809065zbMATH Open0622.60068OpenAlexW2055050341MaRDI QIDQ3759637FDOQ3759637

Piermarco Cannarsa, Vincenzo Vespri

Publication date: 1985

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998508809065

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zbMATH Keywords

semigroup methodsstrongly elliptic operatorexistence and uniqueness theorems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic partial differential equations and filtering of diffusion processes
• Title not available (Why is that?)
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering
• Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
• ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
• Équations du filtrage non linéaire de la prédiction et du lissage
• An existenc theorem for a stochastic partial differential equation arising from filtering theory

Cited In (34)

• On the unique solvability of some nonlinear stochastic PDEs
• The long-time behaviour of the solutions to semilinear stochastic partial differential equations on the whole space
• Solutions to stochastic partial differential equations as elements of tensor product spaces
• Boundedness of solution for an evolution stochastic partial differential equation with measurable coefficients
• Existence of weak solutions to a class of elliptic stochastic partial differential equations
• Title not available (Why is that?)
• On some stochastic parabolic differential equations in a Hilbert space
• Title not available (Why is that?)
• Existence and uniqueness of solutions of stochastic functional differential equations
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• Title not available (Why is that?)
• Nonlinear Filtering for Markov Systems with Delayed Observations
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Title not available (Why is that?)
• Solution existence and uniqueness for degenerate SDEs with application to Schrödinger-equation representations
• Title not available (Why is that?)
• Generation of analytic semigroups in the \(L^ p\) topology by elliptic operators in \({\mathbb{R}}^ n\)
• Existence and uniqueness of a density probability solution for the stationary Doi-Edwards equation
• Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions
• Stochastic partial differential equations with unbounded coefficients and applications. III
• Existence and uniqueness of the solution to the Cauchy problem for the stochastic reaction-diffusion differential equation of neutral type
• On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations.
• On the existence, uniqueness, and stability of solutions of the equation \(p_0 {\mathfrak X}_{tt} = E({\mathfrak X}_ x) {\mathfrak X}_{xx} +\lambda {\mathfrak X}_{xxt}\)
• A class of supercritical/critical singular stochastic PDEs: existence, non-uniqueness, non-Gaussianity, non-unique ergodicity
• Existence and uniqueness of classical nonnegative, smooth solutions of a class of semi-linear SPDEs
• Title not available (Why is that?)
• Existence and uniquenesstheorems for some stochastic parabolic partial differential equations
• Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations
• Existence and uniqueness of solutions of linear elliptic stochastic partial differential equations with distributive source term.
• Strong solutions of semilinear SPDEs with unbounded diffusion
• On stochastic partial differential equations with unbounded coefficients
• Title not available (Why is that?)
• Uniqueness for a class of stochastic Fokker-Planck and porous media equations
• Existence, uniqueness and smoothnessfor a class of function valued stochastic partial differential equations

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