On a quasilinear stochastic differential equation of parabolic type

DOI10.1080/07362999408809340zbMATH Open0793.60065OpenAlexW1995510627WikidataQ115297053 ScholiaQ115297053MaRDI QIDQ4286486FDOQ4286486

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

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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)

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)

• Quasilinear parabolic stochastic partial differential equations: existence, uniqueness
• Fractional step method for stochastic evolution equations
• Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations
• Quasi-linear parabolic SPDEs with continuous coefficients
• An improved lyapunov-function approach to the behavior of diffusion processes in hilbert spaces
• Title not available (Why is that?)
• Qualitative behavior of a class of stochastic parabolic PDEs with dynamical boundary conditions
• A class of quasilinear stochastic partial differential equations of McKean-Vlasov type with mass conservation
• Parabolic type equations and Markov stochastic processes on adeles
• A time-splitting approach to quasilinear degenerate parabolic stochastic partial differential equations.
• A local discontinuous Galerkin method for nonlinear parabolic SPDEs
• Title not available (Why is that?)

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