On a quasilinear stochastic differential equation of parabolic type

DOI10.1080/07362999408809340MaRDI QIDQ4286486zbMATH OpenOpenAlexWikidataFDO

Authors Yuri L. Daletskii, Nataliya Yu. Goncharuk

Publication date 6 April 1994

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999408809340

zbMATH Keywords

Hilbert-Schmidt classexistence and uniqueness theoremsItô's stochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

• Beiträge zur Störungstheorie der Spektralzerlegung
• Equations aux dérivées partielles stochastiques non linéaires. I
• Regularity properties of solutions to Hamilton-Jacobi equations in infinite dimensions and nonlinear optimal control

Cited in

(12)

• An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces
• Qualitative behavior of a class of stochastic parabolic PDEs with dynamical boundary conditions
• Quasi-linear parabolic SPDEs with continuous coefficients
• A local discontinuous Galerkin method for nonlinear parabolic SPDEs
• Fractional step method for stochastic evolution equations
• scientific article; zbMATH DE number 780707 (Why is no real title available?)
• scientific article; zbMATH DE number 5592161 (Why is no real title available?)
• Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations
• Quasilinear parabolic stochastic partial differential equations: existence, uniqueness
• A time-splitting approach to quasilinear degenerate parabolic stochastic partial differential equations.
• Parabolic type equations and Markov stochastic processes on adeles
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation

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