scientific article; zbMATH DE number 894469
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Publication:4882938
zbMATH Open0859.60050MaRDI QIDQ4882938FDOQ4882938
Authors: Gopinath Kallianpur, Jie Xiong 
Publication date: 30 June 1996
Full work available at URL: https://projecteuclid.org/euclid.lnms/1215451864#toc
Title of this publication is not available (Why is that?)
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Hilbert spacePoisson random measurestochastic partial differential equationMcKean-Vlasov equationcylindrical Brownian motionstochastic integralinfinite-dimensional Wiener processFréchet nuclear space
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic analysis (60Hxx)
Cited In (46)
- Pathwise uniqueness and non-explosion of SDEs driven by compensated Poisson random measures
- Stochastic steady-state Navier-Stokes equations with additive random noise
- Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces: an \(L^{2}\) approach
- The Euler scheme for Hilbert space valued stochastic differential equations
- Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
- Cylindrical fractional Brownian motion in Banach spaces
- Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations
- Moderate deviation principles for stochastic differential equations with jumps
- Large deviations for the stochastic shell model of turbulence
- Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- On the limit measure to stochastic Volterra equations
- Hölder norm estimates for elliptic operators on finite and infinite-dimensional spaces
- Differential operators on Hermite Sobolev spaces
- Symmetric inclusion process with slow boundary: hydrodynamics and hydrostatics
- Mean field limit of a dynamical model of polymer systems
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
- Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue
- Cable equation with a general stochastic measure
- Forward-backward stochastic partial differential equations with non-monotonic coefficients
- Wentzell-Freidlin large deviation principle for stochastic convective Brinkman-Forchheimer equations
- SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
- A cyclically catalytic super-Brownian motion
- Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one
- Well-posedness of the Cauchy problem for stochastic evolution functional equations
- A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
- Stable cylindrical Lévy processes and the stochastic Cauchy problem
- Particle representations for a class of nonlinear SPDEs
- Moderate deviation principles for weakly interacting particle systems
- Super-Brownian motion as the unique strong solution to an SPDE
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
- Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
- Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations
- Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness
- Title not available (Why is that?)
- A limit theorem for symmetric statistics of Brownian particles
- Modelling Lévy space‐time white noises
- Strong solutions of mean-field stochastic differential equations with irregular drift
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Asymptotic bahavior of the Moran particle system
- On tightness of probability measures on Skorokhod spaces
- Projection scheme for stochastic differential equations with convex constraints.
- Lévy flows and associated stochastic PDEs
- A class of stochastic differential equations with pathwise unique solutions
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
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