scientific article; zbMATH DE number 1302005
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(only showing first 100 items - show all)- Sobolev space theory of SPDEs with continuous or measurable leading coefficients
- An \(L_{p}\)-theory of stochastic PDEs of divergence form on Lipschitz domains
- On divergence form SPDEs with VMO coefficients in a half space
- A stochastic Stefan-type problem under first-order boundary conditions
- An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
- Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution
- A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations
- Existence results for linear evolution equations of parabolic type
- A Schauder estimate for stochastic PDEs
- Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
- A Feynman-Kac formula for stochastic Dirichlet problems
- An inverse problem for a class of linear stochastic evolution equations
- On \(L_p\)-theory of stochastic partial differential equations of divergence form in \(C^1\) domains
- Evolution equation of a stochastic semigroup with white-noise drift.
- An \(L _{2}\)-theory for a class of SPDEs driven by Lévy processes
- A \({W}^{n}_{2}\)-theory of stochastic parabolic partial differential systems on \(C ^{1}\)-domains
- Hölder continuity of the solutions for a class of nonlinear SPDE's arising from one dimensional superprocesses
- On space-time regularity for the stochastic heat equation on Lie groups
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- Stability properties of stochastic maximal \(L^p\)-regularity
- 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
- Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole 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
- Porous media equations with multiplicative space-time white noise
- Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
- 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
- Maximal \(L^q\)-regularity for parabolic Hamilton-Jacobi equations and applications to mean field games
- An L_p-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations
- Nonlinear parabolic stochastic evolution equations in critical spaces. II: Blow-up criteria and instantaneous regularization
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs
- Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
- Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
- The parametrix method for parabolic SPDEs
- 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
- 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 Itô formula for rough partial differential equations and some applications
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
- An infinite-dimensional model of liquidity in financial markets
- Fractional time stochastic partial differential equations
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
- \(W^{2, p}\)-solutions of parabolic SPDEs in general domains
- Stochastic maximal regularity for rough time-dependent problems
- Talagrand concentration inequalities for stochastic partial differential equations
- On the regularity of the stochastic heat equation on polygonal domains in \(\mathbb{R}^2\)
- A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
- \(L^p\)-strong solutions of stochastic partial differential equations with monotonic drifts
- On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
- 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
- Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
- Schauder estimates for stochastic transport-diffusion equations with Lévy processes
- BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
- A Sobolev space theory for parabolic stochastic PDEs driven by Lévy processes on \(C^1\)-domains
- 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
- A new approach to stochastic evolution equations with adapted drift
- Rough path stability of (semi-)linear SPDEs
- Parabolic Littlewood-Paley inequality for \(\phi(-{\Delta})\)-type operators and applications to stochastic integro-differential equations
- Variations of the solution to a stochastic heat equation
- Stationary solutions of SPDEs and infinite horizon BDSDEs
- \(L_p\)-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
- Wiener chaos solutions of linear stochastic evolution equations
- On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
- 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
- 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
- Regularity of the sample paths of a class of second-order SPDE's
- 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
- \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise
- Weighted maximal \(L_q (L_p)\)-regularity theory for time-fractional diffusion-wave equations with variable coefficients
- Nonlinear parabolic SPDEs involving Dirichlet operators
- Optimal controls for stochastic partial differential equations with an application in population modeling
- Solving parabolic stochastic partial differential equations via averaging over characteristics
- On the \(L_p\)-boundedness of the stochastic singular integral operators and its application to \(L_p\)-regularity theory of stochastic partial differential equations
- Stochastic regularization effects of semi-martingales on random functions
- On classical solutions of linear stochastic integro-differential equations
- Local L_-estimates, weak Harnack inequality, and stochastic continuity of solutions of SPDEs
- Evolutionary equations driven by fractional Brownian motion
- A \(W^n_2\)-theory of elliptic and parabolic partial differential systems in \(C^1\) domains
- Stochastic maximal \(L^{p}\)-regularity
- A generalization of an inequality by N. V. Krylov
- Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
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