Stochastic Evolution Systems

DOI10.1007/978-3-319-94893-5zbMath1434.60004OpenAlexW4252609867MaRDI QIDQ4583927

Boris L. Rosovskii, Sergey V. Lototsky

Publication date: 28 August 2018

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-94893-5

zbMATH Keywords

filteringstochastic integrationstochastic partial differential equationhypoellipticitystochastic evolution equationinversion of diffusion processesHoermander type condition

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of functional analysis in probability theory and statistics (46N30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (23)

An \(L_p\)-maximal regularity estimate of moments of solutions to second-order stochastic partial differential equations ⋮ Long Time Behavior of Stochastic Nonlocal Partial Differential Equations and Wong--Zakai Approximations ⋮ Well Posedness and Limit Theorems for a Class of Stochastic Dyadic Models ⋮ Probabilistic weak solutions for nonlinear stochastic evolution problems involving pseudomonotone operators ⋮ Noise based on vortex structures in 2D and 3D ⋮ Cauchy problem of stochastic kinetic equations ⋮ Solving nonlinear filtering problems with correlated noise based on Hermite-Galerkin spectral method ⋮ Sampled-Data Finite-Dimensional Observer-Based Control of 1D Stochastic Parabolic PDEs ⋮ Backward and forward filtering under the weak Hörmander condition ⋮ Regularization by transport noises for 3D MHD equations ⋮ Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing ⋮ Global \(\boldsymbol{L}_{\boldsymbol{p}}\) Estimates for Kinetic Kolmogorov–Fokker–Planck Equations in Divergence Form ⋮ Drift estimation for discretely sampled SPDEs ⋮ Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation ⋮ Statistical analysis of some evolution equations driven by space-only noise ⋮ High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations ⋮ Bayesian estimations for diagonalizable bilinear SPDEs ⋮ Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise ⋮ Numerical approximation of stochastic time-fractional diffusion ⋮ Lagrangian averaged stochastic advection by Lie transport for fluids ⋮ Freidlin-Wentzell's large deviation principle for stochastic integral evolution equations ⋮ Delayed blow-up by transport noise ⋮ Freidlin--Wentzell Type Large Deviation Principle for Multiscale Locally Monotone SPDEs

This page was built for publication: Stochastic Evolution Systems