Parabolic regularzation of a first order stochastic partial differential equation

DOI10.1080/07362990008809677zbMATH Open0963.60054OpenAlexW2021250063WikidataQ115297344 ScholiaQ115297344MaRDI QIDQ4487015FDOQ4487015

Authors: Wilfried Grecksch, Constantin Tudor 

Publication date: 13 June 2001

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

Full work available at URL: https://doi.org/10.1080/07362990008809677

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zbMATH Keywords

regularizationfirst order stochastic partial differential equationgeneralized weak solutionsmean square bounded solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for nonlinear first-order PDEs (35F25)

Cites Work

• Title not available (Why is that?)
• Applied functional analysis. Main principles and their applications
• Periodic and almost periodic solutions for semilinear stochastic equations
• Semimartingales: A course on stochastic processes
• A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON

Cited In (6)

• Title not available (Why is that?)
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
• A parabolic stochastic differential equation with fractional Brownian motion input
• Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation
• Title not available (Why is that?)
• Stochastic hyperbolic systems, small perturbations and pathwise approximation

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