Markov property for elliptic stochastic partial differential equations
DOI10.1080/17442509408833872zbMATH Open0824.60053OpenAlexW2066427563MaRDI QIDQ4840917FDOQ4840917
Authors: David Nualart, Catherine Donati-Martin 
Publication date: 31 October 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833872
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- A fractional Poisson equation: existence, regularity and approximations of the solution
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- Quasi-Linear Elliptic Stochastic Partial Differential Equation: Markov property
- Markov property of stationary, discrete, quasi-linear equations
- Stochastic Newtonian equations with mean boundary conditions
- Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
- On Markov property of Lévy waves in two dimensions
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- Uniqueness in law for stochastic boundary value problems
- Pathwise definition of second-order SDEs
- On the Markov–Kolmogorov Principle For Stochastic Differential Equations
- A second-order Stratonovich differential equation with boundary conditions
- \(H\)-\(C^1\) maps and elliptic SPDEs with polynomial and exponential perturbations of Nelson's Euclidean free field
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