Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
From MaRDI portal
Publication:4631723
Recommendations
- Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
- A Feynman-Kac formula for stochastic Dirichlet problems
- Stochastic partial differential equations driven by space-time fractional noises
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
- Feynman-Kac formulas for evolution differential equations with white-noise-type coefficients
- Fully nonlinear stochastic partial differential equations
- Fully Nonlinear Stochastic Partial Differential Equations
- Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces
- Fokker-Planck equations for SPDE with non-trace-class noise
Cites work
- scientific article; zbMATH DE number 1001278 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- scientific article; zbMATH DE number 3304501 (Why is no real title available?)
- A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution
- Adapted solution of a backward stochastic differential equation
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Feynman-Kac formula for heat equation driven by fractional white noise
- Lectures on topics in stochastic differential equations
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
- On a class of stochastic partial differential equations
- Pathwise random periodic solutions of stochastic differential equations
- Perfect cocycles through stochastic differential equations
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Random periodic solutions of random dynamical systems
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\)
- Stationary solutions of SPDEs and infinite horizon BDSDEs
- Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
- Stochastic heat equation with rough dependence in space
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
- The Malliavin Calculus and Related Topics
- Weak solutions for SPDE's and backward doubly stochastic differential equations
Cited in
(13)- A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
- BSDEs generated by fractional space-time noise and related SPDEs
- Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\)
- A Feynman-Kac formula for stochastic Dirichlet problems
- Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations
- A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise
- Stochastic maximum principle for systems driven by local martingales with spatial parameters
- High-accuracy time discretization of stochastic fractional diffusion equation
- Stationary backward stochastic differential equations and associated partial differential equations
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients
- Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
- A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.'s
This page was built for publication: Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4631723)
