scientific article; zbMATH DE number 1302005
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Publication:4247243
zbMATH Open0933.60073MaRDI QIDQ4247243FDOQ4247243
Publication date: 4 April 2000
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Cauchy problemspace-time white noiseembedding theoremsstochastic partial differential equationmethod of continuationfiltering equationspace of Bessel potentialsevolution stochastic partial differential equationsSobolev space with fractional derivative
Cited In (only showing first 100 items - show all)
- On degenerate backward SPDEs in bounded domains under non-local conditions
- On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
- Rates of convergence for the policy iteration method for mean field games systems
- On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations
- An inverse problem for a class of linear stochastic evolution equations
- Boundary behavior and interior Hölder regularity of the solution to nonlinear stochastic partial differential equation driven by space-time white noise
- A stochastic Stefan-type problem under first-order boundary conditions
- An \(L_{p}\)-estimate for the stochastic heat equation on an angular domain in \(\mathbb {R}^2\)
- Ergodic theory for a superprocess over a stochastic flow
- The regularizing effects of resetting in a particle system for the Burgers equation
- Some properties of superprocesses under a stochastic flow
- Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs
- A \(W_p^n\)-theory of parabolic equations with unbounded leading coefficients on non-smooth domains
- Quasilinear rough partial differential equations with transport noise
- Stochastic parabolic Anderson model with time-homogeneous generalized potential: mild formulation of solution
- 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
- \(W^{2, p}\)-solutions of parabolic SPDEs in general domains
- An \(L_{q}(L_{p})\)-theory for the time-fractional evolution equations with variable coefficients
- On the regularity of the stochastic heat equation on polygonal domains in \(\mathbb{R}^2\)
- An \(L_p\)-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes
- Talagrand concentration inequalities for stochastic partial differential equations
- Evolution equation of a stochastic semigroup with white-noise drift.
- On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG
- On space-time regularity for the stochastic heat equation on Lie groups
- 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
- A probabilistic Harnack inequality and strict positivity of stochastic partial differential equations
- SPDEs with coloured noise: Analytic and stochastic approaches
- Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
- Existence results for linear evolution equations of parabolic type
- \(L_p\)-theory of parabolic SPDEs degenerating on the boundary of \(C^{1}\) domains
- An \(L_p\)-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
- Hypoellipticity for filtering problems of partially observable diffusion processes
- Stochastic partial differential equations with unbounded and degenerate coefficients
- Central limit theorems for a super-diffusion over a stochastic flow
- Nonlinear parabolic SPDEs involving Dirichlet operators
- OnLp-Theory of stochastic partialdifferential equations of divergence form with continuous coefficients
- Hölder continuity of the solutions for a class of nonlinear SPDE's arising from one dimensional superprocesses
- Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains
- Refined existence and regularity results for a class of semilinear dissipative SPDEs
- A new approach to stochastic evolution equations with adapted drift
- A BMO estimate for stochastic singular integral operators and its application to SPDEs
- A parabolic Triebel–Lizorkin space estimate for the fractional Laplacian operator
- On global existence and blowup of solutions of stochastic Keller-Segel type equation
- BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
- A Schauder estimate for stochastic PDEs
- The microscopic derivation and well-posedness of the stochastic Keller-Segel equation
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces
- Sobolev space theory and Hölder estimates for the stochastic partial differential equations on conic and polygonal domains
- Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
- The parametrix method for parabolic SPDEs
- Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac
- On the Cauchy problem for stochastic parabolic equations in Hölder spaces
- 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
- On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
- A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
- On the boundedness of solutions of SPDEs
- Parabolic Littlewood-Paley inequality for \(\phi(-{\Delta})\)-type operators and applications to stochastic integro-differential equations
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
- Approximating the coefficients in semilinear stochastic partial differential equations
- Schauder-type estimates for higher-order parabolic SPDEs
- Non-linear rough heat equations
- A \(W^n_2\)-theory of elliptic and parabolic partial differential systems in \(C^1\) domains
- Stochastic integrals for SPDEs: a comparison
- Semi-discretization of stochastic partial differential equations on $\mathbb{R}^1$ by a finite-difference method
- Some properties of traces for stochastic and deterministic parabolic weighted Sobolev spaces
- Integrability and continuity of solutions to Fokker-Planck-Kolmogorov equations
- A generalization of an inequality by N. V. Krylov
- Sobolev space theory of SPDEs with continuous or measurable leading coefficients
- An \(L_{p}\)-theory of stochastic PDEs of divergence form on Lipschitz domains
- \(L^{p}\)-theory of semi-linear SPDEs on general measure spaces and applications
- Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
- Stochastic maximal \(L^{p}\)-regularity
- Variations of the solution to a stochastic heat equation
- Transport equations with nonlocal diffusion and applications to Hamilton-Jacobi equations
- The stochastic wave equation with fractional noise: a random field approach
- Stochastic evolution equations in UMD Banach spaces
- Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
- \(L_{q}\) (\(L_{p}\)) theory and Hölder estimates for parabolic SPDEs
- 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
- 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 \(L_p\)-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
- A Feynman-Kac formula for stochastic Dirichlet problems
- Empirical Regression Method for Backward Doubly Stochastic Differential Equations
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
- Fractional time stochastic partial differential equations
- Stability properties of stochastic maximal \(L^p\)-regularity
- Regularity of the sample paths of a class of second-order SPDE's
- Stationary solutions of SPDEs and infinite horizon BDSDEs
- Regularities for semilinear stochastic partial differential equations
- A weighted Sobolev space theory of parabolic stochastic PDEs on non-smooth domains
- Stochastic regularization effects of semi-martingales on random functions
- On classical solutions of linear stochastic integro-differential equations
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