Stochastic partial differential equations with unbounded coefficients and applications. III

DOI10.1080/17442509208833782MaRDI QIDQ4019370zbMATH OpenOpenAlexFDO

Authors István Gyöngy, N. V. Krylov

Publication date 16 January 1993

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833782

zbMATH Keywords

degenerate elliptic operatorstochastic parabolic equationunbounded coefficients

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• A convergence result for stochastic partial differential equations
• A Stroock Varadhan support theorem in non-linear filtering theory
• Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
• scientific article; zbMATH DE number 4005257 (Why is no real title available?)
• scientific article; zbMATH DE number 3751685 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• Solution of certain parabolic equations with unbounded coefficients and its application to nonlinear filtering
• Stochastic partial differential equations and filtering of diffusion processes
• The nonlinear filtering problem for the unbounded case
• Équations du filtrage non linéaire de la prédiction et du lissage

Cited in

(15)

• On stochastic partial differential equations with unbounded coefficients
• Stochastic partial differential equations on manifolds. I
• On the splitting-up method and stochastic partial differential equations
• Solution properties of a 3D stochastic Euler fluid equation
• On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
• Invariant measures for stochastic partial differential equations in unbounded domains
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• On Stochastic Differential Equations with Locally Unbounded Drift
• Stochastic partial differential equations with unbounded coefficients and applications i
• scientific article; zbMATH DE number 6258011 (Why is no real title available?)
• Stochastic partial differential equations with unbounded and degenerate coefficients
• Navier-Stokes equations with Navier boundary conditions and stochastic Lie transport: well-posedness and inviscid limit
• High order smoothness for stochastic Navier-Stokes equations with transport and stretching noise on bounded domains
• Once again on evolution equations with monotone operators in Hilbert spaces and applications
• Error estimates of finite element methods for fractional stochastic Navier-Stokes equations

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