ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
From MaRDI portal
Publication:4179620
DOI10.1070/IM1977v011n06ABEH001768zbMath0396.60058MaRDI QIDQ4179620
Nicolai V. Krylov, Boris L. Rosovskii
Publication date: 1977
Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35J30: Higher-order elliptic equations
Related Items
Lp-estimates for stochastic pdes with discontinuous coefficients, Unnamed Item, OnLp-Theory of stochastic partialdifferential equations of divergence form with continuous coefficients, Remarks on optimal controls of stochastic partial differential equations, On stochastic partial differential equations with unbounded coefficients, A class of semilinear stochastic partial differential equations and their controls: Existence results, Stochastic partial differential equations on manifolds. I, Stability of infinite systems of stochastic equations, On the Cauchy problem for parabolic SPDEs in Hölder classes., On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces., Stochastic partial differential equations with unbounded coefficients and applications. III, Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces