scientific article; zbMATH DE number 1302005

Publication date 4 April 2000

Cauchy problem space-time white noise embedding theorems stochastic partial differential equation method of continuation filtering equation space of Bessel potentials evolution stochastic partial differential equations Sobolev space with fractional derivative

Mathematics Subject Classification ID

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

Recommendations

On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space
scientific article; zbMATH DE number 1779819
OnL_p-Theory of stochastic partialdifferential equations of divergence form with continuous coefficients
Sobolev space theory of SPDEs with continuous or measurable leading coefficients

Cited in

(only showing first 100 items - show all)

$L_p$-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
The parametrix method for parabolic SPDEs
Degenerate backward SPDEs in bounded domains and applications to barrier options
On forward and backward SPDEs with non-local boundary conditions
The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
A weighted $L_p$-theory for second-order parabolic and elliptic partial differential systems on a half space
Cauchy problem of stochastic kinetic equations
On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
Analysis and simulation of rare events for SPDEs
On backward SPDEs without proper Cauchy condition
A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
On the boundedness of solutions of SPDEs
On the Cauchy problem for stochastic parabolic equations in Hölder spaces
On degenerate backward SPDEs in bounded domains under non-local conditions
$L ^{p }$ theory for super-parabolic backward stochastic partial differential equations in the whole space
Approximating the coefficients in semilinear stochastic partial differential equations
Nonlinear parabolic stochastic evolution equations in critical spaces Part I. Stochastic maximal regularity and local existence*
Rates of convergence for the policy iteration method for mean field games systems
Parabolic Littlewood-Paley inequality for $\phi(-{\Delta})$-type operators and applications to stochastic integro-differential equations
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
Schauder-type estimates for higher-order parabolic SPDEs
$L_p$-regularity theory for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
Non-linear rough heat equations
A $W^n_2$-theory of elliptic and parabolic partial differential systems in $C^1$ domains
On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
An inverse problem for a class of linear stochastic evolution equations
Parabolic Littlewood-Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE
Stochastic integrals for SPDEs: a comparison
Besov regularity of stochastic partial differential equations on bounded Lipschitz domains
A parabolic Triebel-Lizorkin space estimate for the fractional Laplacian operator
Delayed blow-up and enhanced diffusion by transport noise for systems of reaction-diffusion equations
Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
Nonlocal elliptic and parabolic equations with general stable operators in weighted Sobolev spaces
A generalization of an inequality by N. V. Krylov
Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces
Sobolev space theory of SPDEs with continuous or measurable leading coefficients
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space
Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
An $L_{p}$-theory of stochastic PDEs of divergence form on Lipschitz domains
On the $L_p$-boundedness of the stochastic singular integral operators and its application to $L_p$-regularity theory of stochastic partial differential equations
$L_p$-theory for the fractional time stochastic heat equation with an infinite-dimensional fractional Brownian motion
$L^{p}$-theory of semi-linear SPDEs on general measure spaces and applications
A stochastic Stefan-type problem under first-order boundary conditions
An $L_{p}$-estimate for the stochastic heat equation on an angular domain in $\mathbb {R}^2$
Boundary behavior and interior Hölder regularity of the solution to nonlinear stochastic partial differential equation driven by space-time white noise
Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
Stochastic maximal $L^{p}$-regularity
Ergodic theory for a superprocess over a stochastic flow
The regularizing effects of resetting in a particle system for the Burgers equation
A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
Variations of the solution to a stochastic heat equation
Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
Some properties of superprocesses under a stochastic flow
The stochastic wave equation with fractional noise: a random field approach
Stochastic evolution equations in UMD Banach spaces
An infinite-dimensional model of liquidity in financial markets
Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
Itô's formula for the $L _{p }$-norm of stochastic ${W^{1}_{p}}$-valued processes
A $W_p^n$-theory of parabolic equations with unbounded leading coefficients on non-smooth domains
Sobolev regularity theory for the non-local elliptic and parabolic equations on $C^{1,1}$ open sets
Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution
Coagulation dynamics under environmental noise: scaling limit to SPDE
Quasilinear rough partial differential equations with transport noise
$L_{q}$ ($L_{p}$) theory and Hölder estimates for parabolic SPDEs
A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
On a stochastic partial differential equation with a fractional Laplacian operator
$W^{2, p}$-solutions of parabolic SPDEs in general domains
An $L_{q}(L_{p})$-theory for the time-fractional evolution equations with variable coefficients
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
Hölder continuous of the solutions to stochastic nonlocal heat equations
An $L_p$-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
On the regularity of the stochastic heat equation on polygonal domains in $\mathbb{R}^2$
Talagrand concentration inequalities for stochastic partial differential equations
First order BSPDEs in higher dimension for optimal control problems
Evolution equation of a stochastic semigroup with white-noise drift.
An $L_p$-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
An Itô formula for rough partial differential equations and some applications
A Feynman-Kac formula for stochastic Dirichlet problems
Nonlinear parabolic stochastic evolution equations in critical spaces. II: Blow-up criteria and instantaneous regularization
Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
On space-time regularity for the stochastic heat equation on Lie groups
A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations
Optimal controls for stochastic partial differential equations with an application in population modeling
On initial-boundary value problem of the stochastic heat equation in Lipschitz cylinders
Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs
Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac
Fractional time stochastic partial differential equations
SPDEs with coloured noise: Analytic and stochastic approaches
The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise
Stability properties of stochastic maximal $L^p$-regularity
Existence results for linear evolution equations of parabolic type
Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
Regularities for semilinear stochastic partial differential equations
Stationary solutions of SPDEs and infinite horizon BDSDEs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4247243)