On a quasilinear stochastic differential equation of parabolic type

DOI10.1080/07362999408809340zbMath0793.60065OpenAlexW1995510627WikidataQ115297053 ScholiaQ115297053MaRDI QIDQ4286486

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

existence and uniqueness theoremsHilbert-Schmidt classItô's stochastic differential equation

Mathematics Subject Classification ID

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

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Cites Work

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