CONTINUOUS DEPENDENCE ON INITIAL DATA FOR SOLUTIONS OF NONLINEAR STOCHASTIC EVOLUTION EQUATIONS

DOI10.1142/S0219025702000870zbMath1048.60054MaRDI QIDQ4818901

Thomas Deck

Publication date: 24 September 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

white noise analysisnonlinear Cauchy problemS-transform

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Distributions on infinite-dimensional spaces (46F25)

Related Items (3)

Non-Gaussian complex random fields, their skeletons and path measures ⋮ Stochastic Evolution Equations Driven by a Fractional White Noise ⋮ Stochastic Convolution-Type Heat Equations with Nonlinear Drift

Cites Work

• A characterization of Hida distributions
• Spaces of white noise distributions: Constructions, descriptions, applications. I
• A white noise approach to a class of non-linear stochastic heat equations
• Nonlinear evolution equations with gradient coupled noise
• On a class of stochastic partial differential equations related to turbulent transport
• Stability of solutions of parabolic PDEs with random drift and viscosity limit
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• Solving wick-stochastic boundary value problems using a finite element method
• Convergence rates for finite elementapproximations of stochastic partial differential equations
• SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE
• An explicit functional process solution to a stochastic partial differential equation with applications to nonlinear filtering

This page was built for publication: CONTINUOUS DEPENDENCE ON INITIAL DATA FOR SOLUTIONS OF NONLINEAR STOCHASTIC EVOLUTION EQUATIONS