scientific article; zbMATH DE number 1302005
From MaRDI portal
zbMath0933.60073MaRDI QIDQ4247243
Publication date: 4 April 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cauchy problemembedding theoremsstochastic partial differential equationmethod of continuationspace-time white noisefiltering equationspace of Bessel potentialsevolution stochastic partial differential equationsSobolev space with fractional derivative
Related Items
Hölder estimates of mild solutions for nonlocal SPDEs, Parabolic Littlewood-Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE, On initial-boundary value problem of the stochastic heat equation in Lipschitz cylinders, Backward doubly SDEs and semilinear stochastic PDEs in a convex domain, Coagulation dynamics under environmental noise: scaling limit to SPDE, On degenerate backward SPDEs in bounded domains under non-local conditions, Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity, On backward SPDEs without proper Cauchy condition, Schauder estimates for stochastic transport-diffusion equations with Lévy processes, \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise, Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*, First Order BSPDEs in Higher Dimension for Optimal Control Problems, Weighted maximal \(L_q (L_p)\)-regularity theory for time-fractional diffusion-wave equations with variable coefficients, A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise, The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise, BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations, A sharp \(L_p\)-regularity result for second-order stochastic partial differential equations with unbounded and fully degenerate leading coefficients, Cauchy problem of stochastic kinetic equations, \(L_p\)-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity, Sobolev regularity theory for the non-local elliptic and parabolic equations on \(C^{1,1}\) open sets, Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing, The critical variational setting for stochastic evolution equations, A Sobolev space theory for time-fractional stochastic partial differential equations driven by Lévy processes, A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains, Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac, Local and global existence of smooth solutions for the stochastic Euler equations with multiplicative noise, On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem, Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited, A new approach to stochastic evolution equations with adapted drift, Refined existence and regularity results for a class of semilinear dissipative SPDEs, Rough path stability of (semi-)linear SPDEs, Parabolic Littlewood-Paley inequality for \(\phi(-{\Delta})\)-type operators and applications to stochastic integro-differential equations, The effect of a noise on the stochastic modified Camassa–Holm equation, On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG, On the 𝐿_{𝑝}-boundedness of the stochastic singular integral operators and its application to 𝐿_{𝑝}-regularity theory of stochastic partial differential equations, Variations of the solution to a stochastic heat equation, Stationary solutions of SPDEs and infinite horizon BDSDEs, On the Cauchy problem for stochastic parabolic equations in Hölder spaces, Lp-Theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion, \(L_p\)-theory of parabolic SPDEs degenerating on the boundary of \(C^{1}\) domains, On stochastic partial differential equations with variable coefficients in \(C^1\) domains, \(L_{q}\) (\(L_{p}\)) theory and Hölder estimates for parabolic SPDEs, Empirical Regression Method for Backward Doubly Stochastic Differential Equations, Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces, SPDEs with coloured noise: Analytic and stochastic approaches, Wiener chaos solutions of linear stochastic evolution equations, Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method, Nonlinear parabolic SPDEs involving Dirichlet operators, Solving parabolic stochastic partial differential equations via averaging over characteristics, On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs, Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling, Conical stochastic maximal \(L^p\)-regularity for \(1\leqslant p<\infty\), Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains, A \(W_p^n\)-theory of parabolic equations with unbounded leading coefficients on non-smooth domains, OnLp-Theory of stochastic partialdifferential equations of divergence form with continuous coefficients, L2-regularity result for solutions of backward doubly stochastic differential equations, A parabolic Triebel–Lizorkin space estimate for the fractional Laplacian operator, Regularity of the sample paths of a class of second-order SPDE's, On the boundedness of solutions of SPDEs, Hypoellipticity for filtering problems of partially observable diffusion processes, Pathwise Taylor expansions for random fields on multiple dimensional paths, Maximal \(\gamma\)-regularity, A BMO estimate for stochastic singular integral operators and its application to SPDEs, Evolution equation of a stochastic semigroup with white-noise drift., Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games, A stochastic Stefan-type problem under first-order boundary conditions, An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\), An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations, Rates of convergence for the policy iteration method for mean field games systems, Some properties of superprocesses under a stochastic flow, Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution, Stochastic Volterra equations in Banach spaces and stochastic partial differential equation, Nonlinear parabolic stochastic evolution equations in critical spaces. II: Blow-up criteria and instantaneous regularization, \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications, Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs, Stochastic regularization effects of semi-martingales on random functions, On classical solutions of linear stochastic integro-differential equations, Local \(L_\infty\)-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs, A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations, Existence results for linear evolution equations of parabolic type, Skorohod problem and multivalued stochastic evolution equations in Banach spaces, Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative, Evolutionary equations driven by fractional Brownian motion, The stochastic wave equation with fractional noise: a random field approach, Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs, An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes, A \(W^n_2\)-theory of elliptic and parabolic partial differential systems in \(C^1\) domains, Stochastic maximal \(L^{p}\)-regularity, Smooth solutions of non-linear stochastic partial differential equations driven by multiplicative noises, A Schauder estimate for stochastic PDEs, Stochastic partial differential equations with unbounded and degenerate coefficients, The parametrix method for parabolic SPDEs, A generalization of an inequality by N. V. Krylov, Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations, Central limit theorems for a super-diffusion over a stochastic flow, Boundary behavior and interior Hölder regularity of the solution to nonlinear stochastic partial differential equation driven by space-time white noise, Hölder continuous of the solutions to stochastic nonlocal heat equations, \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space, A \({W}^{n}_{2}\)-theory of stochastic parabolic partial differential systems on \(C ^{1}\)-domains, Non-linear rough heat equations, Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations, On a stochastic partial differential equation with a fractional Laplacian operator, Hölder continuity of the solutions for a class of nonlinear SPDE's arising from one dimensional superprocesses, A weighted Sobolev space theory of parabolic stochastic PDEs on non-smooth domains, Quasilinear rough partial differential equations with transport noise, Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line, An \(L_{p }\)-theory for stochastic integral equations, Approximating the coefficients in semilinear stochastic partial differential equations, An Itô formula for rough partial differential equations and some applications, On space-time regularity for the stochastic heat equation on Lie groups, Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation, A Feynman-Kac formula for stochastic Dirichlet problems, A generalization of the Littlewood-Paley inequality for the fractional Laplacian, Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions, Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions, Stochastic evolution systems with constant coefficients, Singular behavior of the solution to the stochastic heat equation on a polygonal domain, Stochastic evolution equations in UMD Banach spaces, Finite difference schemes for stochastic partial differential equations in Sobolev spaces, An infinite-dimensional model of liquidity in financial markets, An \(L_p\)-theory of SPDEs on Lipschitz domains, Stochastic integrals for SPDEs: a comparison, An inverse problem for a class of linear stochastic evolution equations, Burkholder-Davis-Gundy inequalities in UMD Banach spaces, Fractional time stochastic partial differential equations, On \(L_p\)-theory of stochastic partial differential equations of divergence form in \(C^1\) domains, Stability properties of stochastic maximal \(L^p\)-regularity, Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes, Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients, Finite-time blowup and existence of global positive solutions of a semi-linear SPDE, An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes, Ergodic theory for a superprocess over a stochastic flow, A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise, Schauder-type estimates for higher-order parabolic SPDEs, The microscopic derivation and well-posedness of the stochastic Keller-Segel equation, The regularizing effects of resetting in a particle system for the Burgers equation, On the Itô--Wentzell formula for distribution-valued processes and related topics, Regularities for semilinear stochastic partial differential equations, On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces, An \(L_{q}(L_{p})\)-theory for the time-fractional evolution equations with variable coefficients, Sobolev space theory of SPDEs with continuous or measurable leading coefficients, \(W^{2, p}\)-solutions of parabolic SPDEs in general domains, An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order, Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space, An \(L_{p}\)-theory of stochastic PDEs of divergence form on Lipschitz domains, Stochastic maximal regularity for rough time-dependent problems, Talagrand concentration inequalities for stochastic partial differential equations, On divergence form SPDEs with VMO coefficients in a half space, On global existence and blowup of solutions of stochastic Keller-Segel type equation, Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations, Strong solutions of forward-backward stochastic differential equations with measurable coefficients, On the regularity of the stochastic heat equation on polygonal domains in \(\mathbb{R}^2\), Porous media equations with multiplicative space-time white noise, Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise, A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives, Sobolev space theory and Hölder estimates for the stochastic partial differential equations on conic and polygonal domains, On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations, \(L^p\)-strong solutions of stochastic partial differential equations with monotonic drifts, On the solvability of degenerate stochastic partial differential equations in Sobolev spaces, The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator, Degenerate backward SPDEs in bounded domains and applications to barrier options, On forward and backward SPDEs with non-local boundary conditions, A weighted \(L_p\)-theory for second-order parabolic and elliptic partial differential systems on a half space
