Fully Nonlinear Stochastic Partial Differential Equations

DOI10.1137/S0036141093256769zbMATH Open0853.60052OpenAlexW1974603115MaRDI QIDQ4875455FDOQ4875455

Authors: Guiseppe Da Prato, Luciano Tubaro 

Publication date: 5 January 1997

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036141093256769

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zbMATH Keywords

stochastic partial differential equationstochastic characteristic method

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (28)

• On backward SPDEs without proper Cauchy condition
• Degenerate backward SPDEs in bounded domains and applications to barrier options
• On forward and backward SPDEs with non-local boundary conditions
• On degenerate backward SPDEs in bounded domains under non-local conditions
• Parabolic Ito equations and second fundamental inequality
• Title not available (Why is that?)
• Title not available (Why is that?)
• A relatively short proof of Itô's formula for SPDEs and its applications
• Representation of functionals of Itô processes and their first exit times
• Two-dimensional Navier-Stokes equations driven by a space-time white noise
• Strong solutions to the stochastic quantization equations.
• First order BSPDEs in higher dimension for optimal control problems
• Reversible stochastic flows associated with nonlinear SPDEs
• Some non-existence results for a class of stochastic partial differential equations
• Nonlocality, nonlinearity, and time inconsistency in stochastic differential games
• Some result on stochastic partial differential equations by the stochastic characteristics method
• Title not available (Why is that?)
• Duality and semi-group property for backward parabolic Itô equations
• Superprocesses over a stochastic flow
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• Stochastic Camassa-Holm equation with convection type noise
• Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
• Some \(L_p\) and Hölder estimates for divergence type nonlinear SPDEs on \(C^1\)-domains
• Parabolic Ito Equations with Mixed in Time Conditions
• A regularity theory for quasi-linear stochastic PDE\(\mathbf{s}\) in weighted Sobolev spaces
• Title not available (Why is that?)
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• From stochastic differential equation to quantum field theory

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