Spatial Besov regularity for semilinear stochastic partial differential equations on bounded Lipschitz domains
DOI10.1080/00207160.2011.631530zbMATH Open1411.60093OpenAlexW2051132154MaRDI QIDQ4902857FDOQ4902857
Authors: Petru A. Cioica, Stephan Dahlke
Publication date: 18 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2011.631530
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Cites Work
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- Adaptive wavelet methods for elliptic operator equations: Convergence rates
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- Adaptive Wavelet Methods for Saddle Point Problems---Optimal Convergence Rates
- Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
- Intrinsic characterizations of Besov spaces on Lipschitz domains
- Besov regularity for elliptic boundary value problems in polygonal domains
- An \(L_p\)-theory of SPDEs on Lipschitz domains
- Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains
- Adaptive wavelet methods for the stochastic Poisson equation
Cited In (22)
- Application of flatlet oblique multiwavelets to solve the fractional stochastic integro-differential equation using Galerkin method
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
- Besov regularity of stochastic partial differential equations on bounded Lipschitz domains
- A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
- Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
- Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
- Spatial Besov regularity for stochastic partial differential equations on Lipschitz domains
- Wavelet analysis of the Besov regularity of Lévy white noise
- Construction of operational matrices based on linear cardinal B-spline functions for solving fractional stochastic integro-differential equation
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
- \(L^p\)-estimates and regularity for SPDEs with monotone semilinearity
- Adaptive wavelet methods for SPDEs
- Approximate solution of nonlinear quadratic integral equations of fractional order via piecewise linear functions
- Besov regularity for the elliptic \(p\)-harmonic equations in the non-quadratic case
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
- The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order
- A block-by-block method for nonlinear variable-order fractional quadratic integral equations
- Numerical solution of Itô-Volterra integral equation by least squares method
- On the \(L_q(L_p)\)-regularity and Besov smoothness of stochastic parabolic equations on bounded Lipschitz domains
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