scientific article; zbMATH DE number 797738

zbMATH Open0831.60069MaRDI QIDQ4848614FDOQ4848614

Authors: Wilfried Grecksch, Constantin Tudor 

Publication date: 18 September 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

numerical resultsGalerkin methodsemigroup theoryinfinite-dimensional stochastic analysisrandom elliptic equationsmonotone operators in rigged Hilbert spaces

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited In (87)

• Pseudoparabolic equations with additive noise and applications
• Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
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• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
• ON JACOD–GRIGELIONIS CHARACTERISTICS FOR HILBERT SPACE VALUED SEMIMARTINGALES
• Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms
• Finite elements for stochastic media problems
• Approximate controllability of nonlocal problem for non-autonomous stochastic evolution equations
• Fractional step method for stochastic evolution equations
• Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation
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• A stochastic modelling of crystallization in a dispersed medium.
• Abstract functional stochastic evolution equations driven by fractional Brownian motion
• A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems
• Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
• On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations
• Probabilistic evolution theory for explicit autonomous ordinary differential equations: recursion of squarified telescope matrices and optimal space extension
• A Combination of Finite Difference and Wong-Zakai Methods for Hyperbolic Stochastic Partial Differential Equations
• Approximate controllability of second-order damped McKean-Vlasov stochastic evolution equations
• Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space
• Stochastic evolution equations
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• On the initial value problem of stochastic evolution equations in Hilbert spaces
• Cauchy problem for stochastic non-autonomous evolution equations governed by noncompact evolution families
• Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions
• Existence of square-mean almost automorphic solutions to stochastic functional integrodifferential equations in Hilbert spaces
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• Non-autonomous stochastic evolution equations of parabolic type with nonlocal initial conditions
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• Approximate controllability of mixed stochastic Volterra-Fredholm type integrodifferential systems in Hilbert space
• Integration with Respect to Hilbert Space‐Valued Semimartingales via Jacod‐Grigelionis Characteristics
• Fluctuation limit for interacting diffusions with partial annihilations through membranes
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• Approximation of stochastic differential equations with modified fractional Brownian motion
• The Dirichlet problem for a conservation law with a multiplicative stochastic perturbation
• Controllability of McKean–Vlasov Stochastic Integrodifferential Evolution Equation in Hilbert Spaces
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• Functional central limit theorem for Brownian particles in domains with Robin boundary condition
• Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
• Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions
• The Cauchy problem for conservation laws with a multiplicative stochastic perturbation
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise
• Discovering evolution equations with applications. Volume 2: Stochastic equations.
• Existence of solutions for a impulsive nonlocal stochastic functional integrodifferential inclusion in Hilbert spaces
• Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications
• Nonlocal Cauchy problem for fractional stochastic evolution equations in Hilbert spaces
• Nonlocal problem for fractional stochastic evolution equations with solution operators
• Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise
• A splitting method for stochastic goursat problem
• On some fractional stochastic integrodifferential equations in Hilbert space
• Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise
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• Hilbert-space-valued super-Brownian motion and related evolution equations
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• Linear stochastic degenerate Sobolev equations and applications^†
• Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals
• Stochastic modeling for describing crystallization droplets in water emulsion
• Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D
• The neutral stochastic integrodifferential equations with jumps
• Stochastic uniform observability of linear differential equations with multiplicative noise
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• Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise
• Well-posedness and stability for non-autonomous stochastic evolution equations of parabolic-type with additive noise
• Existence, uniqueness, and energy of approximate Fourier solutions of modified stochastic sine-Gordon equation with power-law nonlinearity in 1D
• Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators
• Existence and asymptotic behavior of square-mean S-asymptotically periodic solutions for stochastic evolution equation involving delay
• An infinite-dimensional fractional linear quadratic regulator problem
• Partial approximate controllability results for fractional order stochastic evolution equations using approximation method
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• Random integrodifferential equations of Volterra type with delay: attractiveness and stability
• Solvability and optimal controls of fractional impulsive stochastic evolution equations with nonlocal conditions
• Approximate controllability for second-order stochastic neutral evolution equations with infinite delay
• Existence and controllability results for nonlocal stochastic integro-differential equations
• A parallel version of a quasigradient methoid In stochastic control theory^∗
• Nonlinear SPDE driven by Lévy noise: well-posedness, optimal control and invariant measure
• Existence and asymptotic behavior of square-mean \(S \)-asymptotically periodic solutions of fractional stochastic evolution equations
• Stochastic B-evolutions on Hilbert spaces
• Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
• Existence, uniqueness, and energy of modified stochastic sine-Gordon equation with multiplicative noise on one-dimensional domain

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