scientific article; zbMATH DE number 936525
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Publication:4896047
zbMATH Open0860.60045MaRDI QIDQ4896047FDOQ4896047
Authors: Helge Holden, B. Øksendal, Jan Ubøe, Tu-Sheng Zhang 
Publication date: 17 October 1996
Title of this publication is not available (Why is that?)
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Hermite polynomialsSobolev spacewhite noise analysisstochastic linear Volterra equationsintroduction to stochastic partial differential equationsnonlinear Burger's equationWiener-Itô chaos expansion
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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- Exact solutions for a Wick-type stochastic reaction Duffing equation
- Stochastic steady-state Navier-Stokes equations with additive random noise
- Computational aspects of the stochastic finite element method
- Solving the KPZ equation
- Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications
- On free stochastic processes and their derivatives
- Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Finite elements for stochastic media problems
- A class of Gaussian processes with fractional spectral measures
- On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
- Theory and application of stability for stochastic reaction diffusion systems
- Burgers' turbulence problem with linear or quadratic external potential
- Stochastic integrals and evolution equations with Gaussian random fields
- Stochastic partial differential equations. A modeling, white noise functional approach
- Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
- Transport equations with fractal noise-existence, uniqueness and regularity of the solution
- Gradient type noises. II: Systems of stochastic partial differential equations
- Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching
- Schur functions and their realizations in the slice hyperholomorphic setting
- Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
- Generalized stochastic processes in algebras of generalized functions
- Elliptic equations of higher stochastic order
- Stochastic partial differential equations driven by Lévy space-time white noise.
- The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
- The velocity tracking problem for Wick-stochastic Navier-Stokes flows using Weiner chaos expansion
- Supersensitivity due to uncertain boundary conditions
- Stochastic Green's theorem for fractional Brownian sheet and its application
- Scaling limit solution of a fractional Burgers equation.
- Characterization theorems for generalized functionals of discrete-time normal martingale
- A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
- Solving Wick-stochastic water waves using a Galerkin finite element method
- A primer on stochastic partial differential equations
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Exact solutions for generalized stochastic Wick-type KdV-mKdV equations
- Some exact Wick type stochastic generalized Boussinesq equation solutions
- Exact solutions of \((3 + 1)\)-dimensional stochastic Burgers equation
- Exact solutions for stochastic KdV equations
- Exact solutions of the Wick-type stochastic Kadomtsev-Petviashvili equations
- Solving stochastic heat transfer problems
- Non-commutative stochastic distributions and applications to linear systems theory
- A concise course on stochastic partial differential equations
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- Stochastic Differential Equations: A Wiener Chaos Approach
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems
- Exact solutions for stochastic mKdV equations
- Variational theory and computations in stochastic plasticity
- Scaling laws for fractional diffusion-wave equations with singular data
- Sampling-free linear Bayesian update of polynomial chaos representations
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- Stochastic parabolic equations with singular potentials
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
- Travelling wave solutions to the generalized stochastic KdV equation
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- The stochastic soliton-like solutions of stochastic KdV equations
- Fluctuation exponent of the KPZ/stochastic Burgers equation
- New solutions for the Wick-type 2-dimensional stochastic compound KdV equations
- The stochastic soliton-like solutions of \((2+1)\)-dimensional stochastic Broer-Kaup equation
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations
- Exact solutions for Wick-type stochastic coupled KdV equations
- Uniformly constructing a series of exact solutions for \((2+1)\)-dimensional stochastic Broer-Kaup system
- White noise calculus in applications to stochastic equations in Hilbert spaces
- Stability in mean of partial variables for stochastic reaction diffusion systems
- Numerical solutions of stochastic PDEs driven by arbitrary type of noise
- White noise analysis for Lévy processes.
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Basis adaptation in homogeneous chaos spaces
- Sufficient conditions for the existence of global random attractors for stochastic lattice dynamical systems and applications
- A stochastic maximum principle for processes driven by fractional Brownian motion.
- Generalized solutions of differential-operator equations with singular white noise
- Nonstandard limit theorem for infinite variance functionals
- Classes of Degenerate Elliptic Operators in Gelfand-Shilov Spaces
- Method of lines for stochastic boundary-value problems with additive noise
- Explicit solution to the stochastic system of linear algebraic equations \((\alpha _{1}\boldsymbol{A}_{1} + \alpha _{2}\boldsymbol{A}_{2} +\cdots+ \alpha _{m}\boldsymbol{A}_{m})\boldsymbol{x} = \boldsymbol{b}\)
- Singular perturbations to semilinear stochastic heat equations
- Generalized spectral decomposition for stochastic nonlinear problems
- Stochastic fractional differential equations: modeling, method and analysis
- On unbiased stochastic Navier-Stokes equations
- Stochastic differential equations—some new ideas
- Stochastic partial differential equations
- A multigrid solver for two-dimensional stochastic diffusion equations.
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Introduction to stochastic partial differential equations
- A white noise approach to infinitely divisible distributions on Gel'fand triple
- Generalized positive continuous additive functionals of multidimensional Brownian motion and their associated Revuz measures
- A modified Jacobi elliptic function expansion method and its application to Wick-type stochastic KdV equation
- Intersection local times of independent fractional Brownian motions as generalized white noise functionals
- Positonic solutions for Wick-type stochastic KdV equations
- Exact solutions for the Wick-type stochastic Schamel-Korteweg-de Vries equation
- Exact solutions of the Wick-type stochastic mKP equation
- Exact solutions of \((2+1)\)-dimensional stochastic Broer-Kaup equation
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
- Fan sub-equation method for Wick-type stochastic partial differential equations
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
- SPDEs driven by additive and multiplicative white noises: a numerical study
- Discrete-time multi-scale systems
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