Parabolic regularzation of a first order stochastic partial differential equation

DOI10.1080/07362990008809677MaRDI QIDQ4487015zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON
• Applied functional analysis. Main principles and their applications
• Periodic and almost periodic solutions for semilinear stochastic equations
• Semimartingales: A course on stochastic processes

Cited in

(6)

• Stochastic hyperbolic systems, small perturbations and pathwise approximation
• scientific article; zbMATH DE number 3868361 (Why is no real title available?)
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
• Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation
• A parabolic stochastic differential equation with fractional Brownian motion input
• scientific article; zbMATH DE number 6293063 (Why is no real title available?)

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