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?)
Recommendations
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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- 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
- Parameter identification for singular random fields arising in Burgers' turbulence
- Spatially adaptive stochastic numerical methods for intrinsic fluctuations in reaction-diffusion systems
- Application of rational expansion method for stochastic differential equations
- Solving SPDEs driven by colored noise: A chaos approach
- A series of exact solutions for (2 + 1)-dimensional Wick-type stochastic generalized Broer-Kaup system via a modified variable-coefficient projective Riccati equation mapping method
- Exact solutions for a variable coefficient and Wick-type stochastic long-short wave resonance equation
- Auxiliary equation method for solving nonlinear Wick-type partial differential equations
- Exact solutions for the Wick-type stochastic 2-dimensional KdV equations with dissipation
- White noise functional solutions of Wick-type stochastic generalized Hirota-Satsuma coupled KdV equations
- Periodic-like solutions of variable coefficient and Wick-type stochastic NLS equations
- Some exact solutions for stochastic mKdV equation
- Foundations of the calculus of variations in generalized function algebras
- Exact solutions to generalized Wick-type stochastic Kadomtsev-Petviashvili equation
- Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
- Numerical methods for stochastic partial differential equations with white noise
- Gaussian distributions and applications to stochastic partial differential equations
- White noise solutions to the stochastic mKdV equation
- An auto-Bäcklund transformation and exact solutions of stochastic Wick-type Sawada-Kotera equations
- Stochastic partial differential equations driven by multi-parameter white noise of Lévy processes
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- New analytic solutions of stochastic coupled KdV equations
- Growing fractal interfaces in the presence of self-similar hopping surface diffusion
- Scale transform of discrete stationary signals
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- Some norm inequalities for Gaussian Wick products
- A comparison theorem for stochastic differential equations under the Novikov condition
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- Wick-stochastic finite element solution of reaction-diffusion problems
- On generalized Malliavin calculus
- Exact soliton-like solutions for stochastic combined Burgers-KdV equation
- Jacobian elliptic function expansion solutions of nonlinear stochastic equations
- New exact Jacobian elliptic function solutions for Wick-type stochastic KdV equation
- Fundamental solutions of singular SPDEs
- Convergence to SPDEs in Stratonovich form
- Hyperbolic white noise functional solutions of Wick-type stochastic compound KdV-Burgers equations
- On algebras which are inductive limits of Banach spaces
- On the generalized stochastic Dirichlet problem. II: Solvability, stability and the Colombeau case
- Spectral stochastic homogenization of divergence-type PDEs.
- Stochastic partial differential equations: an introduction
- On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle
- Wiener chaos solutions of linear stochastic evolution equations
- Stochastic effects for the reaction-Duffing equation with Wick-type product
- Positivity and positive definiteness in generalized function algebras
- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
- A note on stochastic elliptic models
- Jacobian elliptic function expansion solutions for the Wick-type stochastic coupled KdV equations
- On the Equivalence of Different Approaches to Stochastic Partial Differential Equations
- Wick integration with respect to fractional Brownian sheet
- A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence
- Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise
- 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
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